Kayanan, Manickavasagar and Wijekoon, Pushpakanthie (2024) Improved LARS Algorithm for Adaptive LASSO in the Linear Regression Model. Asian Journal of Probability and Statistics, 26 (7). pp. 86-95. ISSN 2582-0230
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Abstract
The adaptive LASSO method has been employed for reliable variable selection as an alternative to LASSO in linear regression models. This paper introduces an adjusted LARS algorithm that integrates adaptive LASSO with several biased estimators, including the Almost Unbiased Ridge Estimator (AURE), Liu Estimator (LE), Almost Unbiased Liu Estimator (AULE), Principal Component Regression Estimator (PCRE), r-k class estimator, and r-d class estimator. The effectiveness of the proposed algorithm is evaluated through Monte Carlo simulation and empirical examples.
| Item Type: | Article |
|---|---|
| Subjects: | GO for ARCHIVE > Mathematical Science |
| Depositing User: | Unnamed user with email support@goforarchive.com |
| Date Deposited: | 01 Jul 2024 06:23 |
| Last Modified: | 01 Jul 2024 06:23 |
| URI: | http://eprints.go4mailburst.com/id/eprint/2305 |
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