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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Vydané v:	Journal of statistical theory and practice Ročník 14; číslo 3
Hlavní autori:	Chen, Kedong, Li, William, Wang, Sijian
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Cham Springer International Publishing 01.09.2020
Predmet:	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
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