Shrinkage estimation for identification of linear components in additive models
In this short paper, we demonstrate that the popular penalized estimation method typically used for variable selection in parametric or semiparametric models can actually provide a way to identify linear components in additive models. Unlike most studies in the literature, we are NOT performing vari...
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sg-ntu-dr.10356-963542020-03-07T12:34:41Z Shrinkage estimation for identification of linear components in additive models Lian, Heng School of Physical and Mathematical Sciences DRNTU::Science::Mathematics In this short paper, we demonstrate that the popular penalized estimation method typically used for variable selection in parametric or semiparametric models can actually provide a way to identify linear components in additive models. Unlike most studies in the literature, we are NOT performing variable selection. Due to the difficulty in a priori deciding which predictors should enter the partially linear additive model as the linear components, such a method will prove useful in practice. 2013-07-22T02:50:37Z 2019-12-06T19:29:26Z 2013-07-22T02:50:37Z 2019-12-06T19:29:26Z 2011 2011 Journal Article Lian, H. (2012). Shrinkage estimation for identification of linear components in additive models. Statistics & Probability Letters, 82(2), 225-231. 0167-7152 https://hdl.handle.net/10356/96354 http://hdl.handle.net/10220/11922 10.1016/j.spl.2011.10.009 en Statistics & probability letters © 2011 Elsevier B.V. |
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DRNTU::Science::Mathematics Lian, Heng Shrinkage estimation for identification of linear components in additive models |
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In this short paper, we demonstrate that the popular penalized estimation method typically used for variable selection in parametric or semiparametric models can actually provide a way to identify linear components in additive models. Unlike most studies in the literature, we are NOT performing variable selection. Due to the difficulty in a priori deciding which predictors should enter the partially linear additive model as the linear components, such a method will prove useful in practice. |
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School of Physical and Mathematical Sciences |
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School of Physical and Mathematical Sciences Lian, Heng |
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Article |
| author |
Lian, Heng |
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Lian, Heng |
| title |
Shrinkage estimation for identification of linear components in additive models |
| title_short |
Shrinkage estimation for identification of linear components in additive models |
| title_full |
Shrinkage estimation for identification of linear components in additive models |
| title_fullStr |
Shrinkage estimation for identification of linear components in additive models |
| title_full_unstemmed |
Shrinkage estimation for identification of linear components in additive models |
| title_sort |
shrinkage estimation for identification of linear components in additive models |
| publishDate |
2013 |
| url |
https://hdl.handle.net/10356/96354 http://hdl.handle.net/10220/11922 |
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1681047090991464448 |