Search Results - subject:"variable selection"

Variable selection in robust regression models for longitudinal data

Fan, Yali; Qin, Guoyou; Zhu, Zhongyi - In: Journal of Multivariate Analysis 109 (2012) C, pp. 156-167

In this article, we consider variable selection in robust regression models for longitudinal data. We propose a … simultaneously. Under some regularity conditions, we show the oracle properties of the proposed robust variable selection methods. A … that incorporating the correlation structure into the procedure of variable selection will lead to better performance than …

Persistent link: https://www.econbiz.de/10010572302

Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data

Lai, Peng; Wang, Qihua; Lian, Heng - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 422-432

In this paper, we present an estimation approach based on generalized estimating equations and a variable selection …-correction is necessary when general working correlation matrices are used in the estimating equations. Our variable selection …

Persistent link: https://www.econbiz.de/10010572307

Fast sparse regression and classification

Friedman, Jerome H. - In: International Journal of Forecasting 28 (2012) 3, pp. 722-738

Many present day applications of statistical learning involve large numbers of predictor variables. Often, that number is much larger than the number of cases or observations available for training the learning algorithm. In such situations, traditional methods fail. Recently, new techniques...

Persistent link: https://www.econbiz.de/10010573814

Multicriteria variable selection for classification of production batches

Anzanello, Michel J.; Albin, Susan L.; Chaovalitwongse, … - In: European Journal of Operational Research 218 (2012) 1, pp. 97-105

In many industrial processes hundreds of noisy and correlated process variables are collected for monitoring and control purposes. The goal is often to correctly classify production batches into classes, such as good or failed, based on the process variables. We propose a method for selecting...

Persistent link: https://www.econbiz.de/10010574140

Bayesian model selection for logistic regression models with random intercept

Wagner, Helga; Duller, Christine - In: Computational Statistics & Data Analysis 56 (2012) 5, pp. 1256-1274

answered by combining variable selection with variance selection of the random intercept. Bayesian model selection is performed …

Persistent link: https://www.econbiz.de/10010574443

On efficient calculations for Bayesian variable selection

Ruggieri, Eric; Lawrence, Charles E. - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 1319-1332

We describe an efficient, exact Bayesian algorithm applicable to both variable selection and model averaging problems …

Persistent link: https://www.econbiz.de/10010574462

Variable selection and coefficient estimation via composite quantile regression with randomly censored data

Jiang, Rong; Qian, Weimin; Zhou, Zhangong - In: Statistics & Probability Letters 82 (2012) 2, pp. 308-317

Composite quantile regression with randomly censored data is studied. Moreover, adaptive LASSO methods for composite quantile regression with randomly censored data are proposed. The consistency, asymptotic normality and oracle property of the proposed estimators are established. The proposals...

Persistent link: https://www.econbiz.de/10010576151

Bayesian modelling of the time delay between diagnosis and settlement for Critical Illness Insurance using a Burr generalised-linear-type model

Ozkok, Erengul; Streftaris, George; Waters, Howard R.; … - In: Insurance: Mathematics and Economics 50 (2012) 2, pp. 266-279

. Variable selection using Bayesian methodology to obtain the best model with different prior distribution setups for the … parameters is also applied. In particular, Gibbs variable selection methods are considered, and results are confirmed using exact …

Persistent link: https://www.econbiz.de/10010576727

A Cointegration Model with Structure Breaks for Customer Migration Analysis

Jiang, Wei; Duan, Rong; Au, Siu-Tong - In: Service Science 4 (2012) 1, pp. 42-54

As new technologies, products, and services emerge, consumers actively or passively migrate from legacy products to new substitutes while enjoying the adventures and benefits of the new everyday technology. However, identifying customers who migrate presents a challenge for service providers in...

Persistent link: https://www.econbiz.de/10010630530

Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods

Fouskakis, D. - In: European Journal of Operational Research 220 (2012) 2, pp. 414-422

variable selection problem in generalized linear models. Combining aspects of three well known stochastic optimization …

Persistent link: https://www.econbiz.de/10011052443