Regularization paths of linear, logistic, Poisson, or Cox models with overlapping grouped covariates
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Updated
Mar 21, 2023 - R
Regularization paths of linear, logistic, Poisson, or Cox models with overlapping grouped covariates
Procedure of variable selection in the context of redundancy between explanatory variables, which holds true with high dimensional data
R Package: Adaptively weighted group lasso for semiparametic quantile regression models
This is a development version of DMRnet — Delete or Merge Regressors Algorithms for Linear and Logistic Model Selection and High-Dimensional Data.
R package : Group lasso based selection for high-dimensional mediation analysis
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