Variable Selection and Parameter Estimation Using a Continuous and Differentiable Approximation to the L0 Penalty Function
L0 penalized likelihood procedures like Mallows' Cp, AIC, and BIC directly penalize for the number of variables included in a regression model. This is a straightforward approach to the problem of overfitting, and these methods are now part of every statistician's repertoire. However, thes...
| Main Author: | |
|---|---|
| Format: | Others |
| Published: |
BYU ScholarsArchive
2011
|
| Subjects: | |
| Online Access: | https://scholarsarchive.byu.edu/etd/2486 https://scholarsarchive.byu.edu/cgi/viewcontent.cgi?article=3485&context=etd |