An Easy-to-Implement Hierarchical Standardization for Variable Selection Under Strong Heredity Constraint

Chen, KD; Li, WL; Wang, SJ

Li, WL (corresponding author), Shanghai Jiao Tong Univ, Shanghai Adv Inst Finance, Shanghai, Peoples R China.

JOURNAL OF STATISTICAL THEORY AND PRACTICE, 2020; 14 (3):

Abstract

For many practical problems, the regression models follow the strong heredity property (also known as the marginality), which means they include paren......

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