A Consistent Likelihood-Based Variable Selection Method in Normal Multivariate Linear Regression

2021 ◽  
pp. 391-401
Author(s):  
Ryoya Oda ◽  
Hirokazu Yanagihara
Keyword(s):  
Linear Regression ◽  
Variable Selection ◽  
Selection Method ◽  
Multivariate Linear Regression ◽  
Variable Selection Method

A robust and efficient variable selection method for linear regression

2021 ◽  
pp. 1-16
Author(s):  
Zhuoran Yang ◽  
Liya Fu ◽  
You-Gan Wang ◽  
Zhixiong Dong ◽  
Yunlu Jiang
Keyword(s):  
Linear Regression ◽  
Variable Selection ◽  
Selection Method ◽  
Variable Selection Method

Predictive and Descriptive CoMFA Models: The Effect of Variable Selection

2018 ◽  
Vol 21 (2) ◽  
pp. 117-124 ◽  
Author(s):  
Bakhtyar Sepehri ◽  
Nematollah Omidikia ◽  
Mohsen Kompany-Zareh ◽  
Raouf Ghavami
Keyword(s):  
Variable Selection ◽  
Predictive Power ◽  
Selection Method ◽  
Data Sets ◽  
Data Set ◽  
Comfa Model ◽  
Variable Selection Method

Aims & Scope: In this research, 8 variable selection approaches were used to investigate the effect of variable selection on the predictive power and stability of CoMFA models. Materials & Methods: Three data sets including 36 EPAC antagonists, 79 CD38 inhibitors and 57 ATAD2 bromodomain inhibitors were modelled by CoMFA. First of all, for all three data sets, CoMFA models with all CoMFA descriptors were created then by applying each variable selection method a new CoMFA model was developed so for each data set, 9 CoMFA models were built. Obtained results show noisy and uninformative variables affect CoMFA results. Based on created models, applying 5 variable selection approaches including FFD, SRD-FFD, IVE-PLS, SRD-UVEPLS and SPA-jackknife increases the predictive power and stability of CoMFA models significantly. Result & Conclusion: Among them, SPA-jackknife removes most of the variables while FFD retains most of them. FFD and IVE-PLS are time consuming process while SRD-FFD and SRD-UVE-PLS run need to few seconds. Also applying FFD, SRD-FFD, IVE-PLS, SRD-UVE-PLS protect CoMFA countor maps information for both fields.

scholarly journals Variable Selection in the Regularized Simultaneous Component Analysis Method for Multi-Source Data Integration

2019 ◽  
Vol 9 (1) ◽  
Author(s):  
Zhengguo Gu ◽  
Niek C. de Schipper ◽  
Katrijn Van Deun
Keyword(s):  
Variable Selection ◽  
Data Integration ◽  
Component Analysis ◽  
Selection Method ◽  
Gps Data ◽  
Positioning Systems ◽  
Variable Selection Method ◽  
Diary Data ◽  
Simultaneous Component Analysis ◽  
Travel Diary

AbstractInterdisciplinary research often involves analyzing data obtained from different data sources with respect to the same subjects, objects, or experimental units. For example, global positioning systems (GPS) data have been coupled with travel diary data, resulting in a better understanding of traveling behavior. The GPS data and the travel diary data are very different in nature, and, to analyze the two types of data jointly, one often uses data integration techniques, such as the regularized simultaneous component analysis (regularized SCA) method. Regularized SCA is an extension of the (sparse) principle component analysis model to the cases where at least two data blocks are jointly analyzed, which - in order to reveal the joint and unique sources of variation - heavily relies on proper selection of the set of variables (i.e., component loadings) in the components. Regularized SCA requires a proper variable selection method to either identify the optimal values for tuning parameters or stably select variables. By means of two simulation studies with various noise and sparseness levels in simulated data, we compare six variable selection methods, which are cross-validation (CV) with the “one-standard-error” rule, repeated double CV (rdCV), BIC, Bolasso with CV, stability selection, and index of sparseness (IS) - a lesser known (compared to the first five methods) but computationally efficient method. Results show that IS is the best-performing variable selection method.

A fast variable selection method for quantitative analysis of soils using laser-induced breakdown spectroscopy

2017 ◽  
Vol 32 (6) ◽  
pp. 1166-1176 ◽  
Author(s):  
Xiao Fu ◽  
Fa-Jie Duan ◽  
Ting-Ting Huang ◽  
Ling Ma ◽  
Jia-Jia Jiang ◽  
...  
Keyword(s):  
Quantitative Analysis ◽  
Variable Selection ◽  
Selection Method ◽  
Laser Induced Breakdown Spectroscopy ◽  
Fast Variable ◽  
Breakdown Spectroscopy ◽  
Variable Selection Method ◽  
Laser Induced Breakdown

A fast variable selection method combining iPLS and mIPW-PLS is proposed to reduce the dimensions of the spectrum for LIBS quantitative analysis.

A model-free variable selection method for reducing the number of redundant variables

Statistics ◽  
2018 ◽  
Vol 52 (6) ◽  
pp. 1212-1248
Author(s):  
Anchao Song ◽  
Tiefeng Ma ◽  
Shaogao Lv ◽  
Changsheng Lin
Keyword(s):  
Variable Selection ◽  
Free Variable ◽  
Selection Method ◽  
Variable Selection Method ◽  
Model Free
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