Variable selection using least angle regression
The least-angle regression (LARS) (Efrron, Hastie, Johnstone, and Tibshirani, 2004) is a technique used with the absence of data that consist of many independent variables. Suppose we expect a response variable to be determined by a linear combination of a subset of potential covariates. Then the LA...
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Main Author: | Wan Mohd. Rosly, Wan Nur Shaziayani |
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Format: | Thesis |
Language: | English |
Published: |
2011
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Subjects: | |
Online Access: | http://eprints.utm.my/id/eprint/48703/25/WanNurShaziayaniMFS2011.pdf |
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