Post-estimation shrinkage in full and selected linear regression models in low-dimensional data revisited

DOI10.1002/bimj.202300368MaRDI QIDQ6649361

Willi Sauerbrei, Edwin Kipruto

Publication date: 5 December 2024

Published in: Biometrical Journal (Search for Journal in Brave)

zbMATH Keywords

simulation studylassobest subset selectionprediction errorspost-estimation shrinkage

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites Work

• Best subset selection via a modern optimization lens
• Regression modeling strategies. With applications to linear models, logistic regression, and survival analysis
• To explain or to predict?
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• Better Subset Regression Using the Nonnegative Garrote
• The Use of Resampling Methods to Simplify Regression Models in Medical Statistics
• An Introduction to Statistical Learning
• On the Non-Negative Garrotte Estimator
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Using simulation studies to evaluate statistical methods
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