Proposing robust LAD-Atan penalty of regression model estimation for high dimensional data
Other Title(s)
اقتراح تقدير الجزاء الحصين LAD-Atan لنموذج انحدار بيانات عالية البعدية
Joint Authors
Yusuf, Ali Hamid
Ali, Umar Abd al-Muhsin
Source
Issue
Vol. 17, Issue 2 (30 Jun. 2020), pp.550-555, 6 p.
Publisher
University of Baghdad College of Science for Women
Publication Date
2020-06-30
Country of Publication
Iraq
No. of Pages
6
Main Subjects
Topics
Abstract EN
The issue of penalized regression model has received considerable critical attention to variable selection.
It plays an essential role in dealing with high dimensional data.
Arctangent denoted by the Atan penalty has been used in both estimation and variable selection as an efficient method recently.
However, the Atan penalty is very sensitive to outliers in response to variables or heavy-tailed error distribution.
While the least absolute deviation is a good method to get robustness in regression estimation.
The specific objective of this research is to propose a robust Atan estimator from combining these two ideas at once.
Simulation experiments and real data applications show that the proposed LAD-Atan estimator has superior performance compared with other estimators.
American Psychological Association (APA)
Yusuf, Ali Hamid& Ali, Umar Abd al-Muhsin. 2020. Proposing robust LAD-Atan penalty of regression model estimation for high dimensional data. Baghdad Science Journal،Vol. 17, no. 2, pp.550-555.
https://search.emarefa.net/detail/BIM-970252
Modern Language Association (MLA)
Yusuf, Ali Hamid& Ali, Umar Abd al-Muhsin. Proposing robust LAD-Atan penalty of regression model estimation for high dimensional data. Baghdad Science Journal Vol. 17, no. 2 (2020), pp.550-555.
https://search.emarefa.net/detail/BIM-970252
American Medical Association (AMA)
Yusuf, Ali Hamid& Ali, Umar Abd al-Muhsin. Proposing robust LAD-Atan penalty of regression model estimation for high dimensional data. Baghdad Science Journal. 2020. Vol. 17, no. 2, pp.550-555.
https://search.emarefa.net/detail/BIM-970252
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 554
Record ID
BIM-970252