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Consistent Estimation of Generalized Linear Models with High Dimensional Predictors via Stepwise Regression.
Alex Pijyan
Qi Zheng
Hyokyoung Grace Hong
Yi Li
Published in:
Entropy (2020)
Keyphrases
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generalized linear models
regression model
logistic regression
high dimensional
stepwise regression
prediction model
credit scoring
linear regression
variable selection
regression methods
model selection
correlation coefficient
naive bayes
high dimensional data
loss function
text categorization
nearest neighbor