Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
David M. Drukker and Di Liu
| Year of publication: |
2022
|
|---|---|
| Authors: | Drukker, David M. ; Liu, Di |
| Subject: | covariate selection | High-dimensional GLM model | lasso | lasso tuning parameters | Neyman-orthogonal estimator | stepwise | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | Regressionsanalyse | Regression analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2022.2091363 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013364941