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On the impact of model selection on predictor identification and parameter inference

We assessed the ability of several penalized regression methods for linear and logistic models to identify outcome-associated predictors and the impact of predictor selection on parameter inference for practical sample sizes. We studied effect estimates obtained directly from penalized methods (Algo...

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Detalles Bibliográficos
Autores principales: Pfeiffer, Ruth M., Redd, Andrew, Carroll, Raymond J.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2016
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5480098/
https://www.ncbi.nlm.nih.gov/pubmed/28690368
http://dx.doi.org/10.1007/s00180-016-0690-2