Simultaneous Variable Selection
- 1 August 2005
- journal article
- Published by Taylor & Francis in Technometrics
- Vol. 47 (3) , 349-363
- https://doi.org/10.1198/004017005000000139
Abstract
We propose a new method for selecting a common subset of explanatory variables where the aim is to model several response variables. The idea is a natural extension of the LASSO technique proposed ...Keywords
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