Nonlinear GCV and quasi-GCV for shrinkage models

DOI10.1016/j.jspi.2004.03.001zbMath1061.62104OpenAlexW2039101120MaRDI QIDQ1772677

Wenjiang J. Fu

Publication date: 21 April 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.03.001

zbMATH Keywords

LassoLongitudinal studiesRidgeStandard shrinkage rateWeighted deviance

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to environmental and related topics (62P12) Generalized linear models (logistic models) (62J12) Monte Carlo methods (65C05)

Related Items (6)

Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations ⋮ Variable selection for multiply-imputed data with penalized generalized estimating equations ⋮ On an unsupervised method for parameter selection for the elastic net ⋮ Penalized joint generalized estimating equations for longitudinal binary data ⋮ The projected GSURE for automatic parameter tuning in iterative shrinkage methods ⋮ Equivalence of MAXENT and Poisson Point Process Models for Species Distribution Modeling in Ecology

Uses Software

• gss
• bootstrap

Cites Work

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• Longitudinal data analysis using generalized linear models
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Asymptotics for Lasso-type estimators.
• Smoothing spline ANOVA models for large data sets with Bernoulli observations and the randomized GACV.
• Least angle regression. (With discussion)
• Penalized Estimating Equations
• Better Subset Regression Using the Nonnegative Garrote
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Ridge estimator in singulah oesiun with application to age-period-cohort analysis of disease rates
• Sparsity and Smoothness Via the Fused Lasso
• A Statistical View of Some Chemometrics Regression Tools
• Linear Model Selection by Cross-Validation

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