Instrumental variable based variable selection for generalized linear models with endogenous covariates.
Jiting HuangPeixin ZhaoPublished in: Commun. Stat. Simul. Comput. (2019)
Keyphrases
- variable selection
- generalized linear models
- regression model
- model selection
- logistic regression
- group lasso
- cross validation
- high dimensional
- input variables
- linear models
- regression methods
- dimension reduction
- ls svm
- gaussian process
- decision trees
- high dimensional data
- sample size
- linear regression
- data points
- support vector
- feature selection
- machine learning
- hyperparameters
- data sets
- loss function
- data mining