A simulation study on classic and robust variable selection in linear regression.
Meral ÇetinAydin ErarPublished in: Appl. Math. Comput. (2006)
Keyphrases
- simulation study
- linear regression
- variable selection
- linear models
- least squares
- input variables
- cross validation
- regression problems
- high dimensional
- locally weighted
- regression methods
- dimension reduction
- monte carlo
- model selection
- group lasso
- high dimensional data
- regression trees
- ridge regression
- hyperparameters
- dynamic programming
- data analysis
- regression method
- data sets