Uniform convergence rates and automatic variable selection in nonparametric regression with functional and categorical covariates
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Nonparametric Statistics"
DOI: 10.1080/10485252.2023.2207673
Abstract: In Selk and Gertheiss (2022) a nonparametric prediction method for models with multiple functional and categorical covariates is introduced. The dependent variable can be categorical (binary or multi-class) or continuous, thus both classification and regression… read more here.
Keywords: regression; convergence rates; uniform convergence; categorical covariates ... See more keywords
Standardization of continuous and categorical covariates in sparse penalized regressions
Sign Up to like & getrecommendations! Published in 2022 at "Statistical Methods in Medical Research"
DOI: 10.1177/09622802221129042
Abstract: In sparse penalized regressions, candidate covariates of different units need to be standardized beforehand so that the coefficient sizes are directly comparable and reflect their relative impacts, which leads to fairer variable selection. However, when… read more here.
Keywords: covariates sparse; standardization continuous; sparse penalized; categorical covariates ... See more keywords