Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics-Reference-Cited by-同舟云学术

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Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics

Published:2019-01-21 Issue:1 Volume:50 Page:103-122
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Epprecht Camila¹²,Guégan Dominique³,Veiga Álvaro¹,Correa da Rosa Joel⁴

Affiliation:

1. Pontifical Catholic University of Rio de Janeiro, Rio de Janeiro, Brasil;

2. Université Paris I Panthéon-Sorbonne, Paris, France;

3. Université Paris I Panthéon-Sorbonne, LabEx ReFi and IPAG, Paris, France;

4. Department of Population Health Science & Policy, Icahn School of Medicine at Mount Sinai, New York, USA

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2018.1554104

Reference28 articles.

1. Insights into psoriasis and other inflammatory diseases from large-scale gene expression studies

2. Consistent Model Selection by an Automatic Gets Approach*

3. Shrinking the Psoriasis Assessment Gap: Early Gene-Expression Profiling Accurately Predicts Response to Long-Term Treatment

4. Autometrics*

5. Least angle regression

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