An Easy-to-Implement Hierarchical Standardization for Variable Selection Under Strong Heredity Constraint

For many practical problems, the regression models follow the strong heredity property (also known as the marginality), which means they include parent main effects when a second-order effect is present. Existing methods rely mostly on special penalty functions or algorithms to enforce the strong he...

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Bibliographic Details

Published in:	Journal of statistical theory and practice Vol. 14; no. 3
Main Authors:	Chen, Kedong, Li, William, Wang, Sijian
Format:	Journal Article
Language:	English
Published:	Cham Springer International Publishing 01.09.2020
Subjects:	Algorithms Analysis and Advanced Methodologies in the Design of Experiments Mathematics and Statistics Original Article Probability Theory and Stochastic Processes Statistical Theory and Methods Statistics Marginality Hierarchical standardization Heredity Hierarchical structure Variable selection
ISSN:	1559-8608, 1559-8616
Online Access:	Get full text
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