YANG Yi-ping, XUE Liu-gen, WANG Xue-juan. Variable Selection in High-dimensional Partially Linear Models[J]. Journal of Beijing University of Technology, 2011, 37(2): 291-295.
Citation:
YANG Yi-ping, XUE Liu-gen, WANG Xue-juan. Variable Selection in High-dimensional Partially Linear Models[J]. Journal of Beijing University of Technology, 2011, 37(2): 291-295.
YANG Yi-ping, XUE Liu-gen, WANG Xue-juan. Variable Selection in High-dimensional Partially Linear Models[J]. Journal of Beijing University of Technology, 2011, 37(2): 291-295.
Citation:
YANG Yi-ping, XUE Liu-gen, WANG Xue-juan. Variable Selection in High-dimensional Partially Linear Models[J]. Journal of Beijing University of Technology, 2011, 37(2): 291-295.
Variable Selection in High-dimensional Partially Linear Models
This paper considers the problem of variable selection in high-dimensional partially linear models.By combining spline method and Dantzig selector or Lasso,the authors simultaneously select variables and estimate parameters.The simulation results show that the proposed methods are better than the existing method when the dimension of parameters is much larger than the number of observation.
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