Ontology highlight
ABSTRACT:
SUBMITTER: Haris A
PROVIDER: S-EPMC5353363 | biostudies-literature | 2016
REPOSITORIES: biostudies-literature
Haris Asad A Witten Daniela D Simon Noah N
Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America 20150812 4
We consider the task of fitting a regression model involving interactions among a potentially large set of covariates, in which we wish to enforce strong heredity. We propose FAMILY, a very general framework for this task. Our proposal is a generalization of several existing methods, such as VANISH [Radchenko and James, 2010], hierNet [Bien et al., 2013], the all-pairs lasso, and the lasso using only main effects. It can be formulated as the solution to a convex optimization problem, which we so ...[more]