Component-based regularization of a multivariate GLM with a thematic partitioning of the explanatory variables

DOI10.1177/1471082X18810114OpenAlexW2905530915WikidataQ128752017 ScholiaQ128752017MaRDI QIDQ3386459

Guillaume Cornu, C. Trottier, Frédéric Mortier, Xavier Bry

Publication date: 4 January 2021

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/1471082x18810114

zbMATH Keywords

SCGLRregularizationdimension reductioncomponentsmultivariate generalized linear model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Component-Based Regularization of Multivariate Generalized Linear Mixed Models

Uses Software

• Fahrmeir
• SCGLR
• GitHub

Cites Work

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• Supervised component generalized linear regression using a PLS-extension of the Fisher scoring algorithm
• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• Iteratively Reweighted Partial Least Squares Estimation for Generalized Linear Regression
• Supervised Component Generalized Linear Regression with Multiple Explanatory Blocks: THEME-SCGLR
• Regularization and Variable Selection Via the Elastic Net

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