L1 penalized LAD estimator for high dimensional linear
... This choice of penalty replies on moment conditions of X and relative size of p and n, but it could be smaller than the previous ones and in practice it will cause less bias. We investigate the effect of different penalties in the numerical study section. To simplify our arguments, in the following ...
... This choice of penalty replies on moment conditions of X and relative size of p and n, but it could be smaller than the previous ones and in practice it will cause less bias. We investigate the effect of different penalties in the numerical study section. To simplify our arguments, in the following ...
Linear versus logistic regression when the dependent variable
... independent variables. In place of such inadmissible estimates, it is reasonable to substitute the theoretical minimum or maximum value, as appropriate, for the inadmissible value.” (Rothman 1986: 291). In a linear regression analysis with binary independent variables “impossible” results may only o ...
... independent variables. In place of such inadmissible estimates, it is reasonable to substitute the theoretical minimum or maximum value, as appropriate, for the inadmissible value.” (Rothman 1986: 291). In a linear regression analysis with binary independent variables “impossible” results may only o ...
