Partial profile score feature selection in high-dimensional generalized linear interaction models

DOI10.4310/21-sii706OpenAlexW4214831241MaRDI QIDQ112760

Zengchao Xu, Shan Luo, Zehua Chen, Zehua Chen, Shan Luo, Zengchao Xu

Publication date: 2022

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/21-sii706

zbMATH Keywords

feature selectionsequential procedurehigh-dimensionalinteraction modelpartial profile score

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Parametric inference (62F99) Statistics (62-XX)

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