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:: Volume 17, Issue 2 (2-2024) ::
JSS 2024, 17(2): 0-0 Back to browse issues page
Identification of Influential Observations for High-Dimensional Regression
Nasrin Noori * , Hossein Bevrani
Abstract:   (1030 Views)
The prevalence of high-dimensional datasets has driven increased utilization of the penalized likelihood methods. However, when the number of observations is relatively few compared to the number of covariates, each observation can tremendously influence model selection and inference. Therefore, identifying and assessing influential observations is vital in penalized methods. This article reviews measures of influence for detecting influential observations in high-dimensional lasso regression and has recently been introduced. Then, these measures under the elastic net method, which combines removing from lasso and reducing the ridge coefficients to improve the model predictions, are investigated. Through simulation and real datasets, illustrate that introduced influence measures effectively identify influential observations and can help reveal otherwise hidden relationships in the data.
Keywords: Influence diagnostics, influential observations, high-dimensional data, penalized methods.
Full-Text [PDF 317 kb]   (658 Downloads)    
Type of Study: Research | Subject: Statistical Inference
Received: 2023/06/26 | Accepted: 2024/02/29 | Published: 2024/02/22
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Noori N, Bevrani H. Identification of Influential Observations for High-Dimensional Regression. JSS 2024; 17 (2)
URL: http://jss.irstat.ir/article-1-855-en.html


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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 17, Issue 2 (2-2024) Back to browse issues page
مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

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