
Comparison of some group variable selection methods in high dimensional multiple linear regression via simulation study
Joint Authors
Ibrahim, Rijin Abd al-Qadir
Hashim, Husayn Abd al-Rahman
Source
General Letters in Mathematics
Issue
Vol. 12, Issue 3 (30 Sep. 2022), pp.126-138, 13 p.
Publisher
Refaad Center for Studies and Research
Publication Date
2022-09-30
Country of Publication
Jordan
No. of Pages
13
Main Subjects
Abstract EN
In many applications, covariates possess a grouping structure that can be incorporated into the analysis to select important groups as well as important members of those groups.
In this paper, we reviewed some group variable selection methods in the penalized regression model.
This paper investigates by comparing the performance of seven previously proposed group variable selection methods; the group Lasso estimates, the group Lasso net estimates, the sparse group Lasso estimates, the group scad estimates, the group scad net estimates, the group mcp estimates, and the group gel estimate via a simulation study.
The simulation study is used in determining which methods are best in all of the linear regression scenarios.
American Psychological Association (APA)
Ibrahim, Rijin Abd al-Qadir& Hashim, Husayn Abd al-Rahman. 2022. Comparison of some group variable selection methods in high dimensional multiple linear regression via simulation study. General Letters in Mathematics،Vol. 12, no. 3, pp.126-138.
https://search.emarefa.net/detail/BIM-1427111
Modern Language Association (MLA)
Ibrahim, Rijin Abd al-Qadir& Hashim, Husayn Abd al-Rahman. Comparison of some group variable selection methods in high dimensional multiple linear regression via simulation study. General Letters in Mathematics Vol. 12, no. 3 (2022), pp.126-138.
https://search.emarefa.net/detail/BIM-1427111
American Medical Association (AMA)
Ibrahim, Rijin Abd al-Qadir& Hashim, Husayn Abd al-Rahman. Comparison of some group variable selection methods in high dimensional multiple linear regression via simulation study. General Letters in Mathematics. 2022. Vol. 12, no. 3, pp.126-138.
https://search.emarefa.net/detail/BIM-1427111
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 137-138
Record ID
BIM-1427111