Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs
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References listed on IDEAS
- Friedman, Jerome H. & Hastie, Trevor & Tibshirani, Rob, 2010. "Regularization Paths for Generalized Linear Models via Coordinate Descent," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 33(i01).
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More about this item
Keywordshigh-dimensional data; gene expression data; pathway information; penalized regression;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2015-04-25 (Econometrics)
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