Variable selection using least angle regression

The least-angle regression (LARS) (Efrron, Hastie, Johnstone, and Tibshirani, 2004) is a technique used with the absence of data that consist of many independent variables. Suppose we expect a response variable to be determined by a linear combination of a subset of potential covariates. Then the LA...

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Bibliographic Details
Main Author: Wan Mohd. Rosly, Wan Nur Shaziayani
Format: Thesis
Published: 2011
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