Automatically Identifying Relevant Variables for Linear Regression with the Lasso Method: A Methodological Primer for its Application with R and a Performance Contrast Simulation with Alternative Selection Strategies
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DOI: 10.1080/19312458.2019.1677882
Abstract: ABSTRACT The abundance of available digital big data has created new challenges in identifying relevant variables for regression models. One statistical problem that gained relevance in the era of big data is high-dimensional statistical inference,… read more here.
Keywords: high dimensional; regression; linear regression; relevant variables ... See more keywords