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Abstract Details
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Activity Number:
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217
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Type:
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Invited
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Date/Time:
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Monday, July 30, 2012 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #303734 |
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Title:
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Measurement Error and Variable Selection in Nonparameteric Models
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Author(s):
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Leonard Stefanski*+ and Yichao Wu and Kyle White
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Companies:
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North Carolina State University and North Carolina State University and North Carolina State University
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Address:
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2311 Stinson Drive, Raleigh, NC, 27695, United States
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Keywords:
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Attenuation ;
Binary regression ;
Convolution ;
Discriminant analysis ;
LASSO ;
Model selection
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Abstract:
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This talk will explore the link between ridge regression, LASSO estimation, and measurement error attenuation as motivation for, and introduction to, a new measurement-error-modeling-based approach to variable selection in multidimensional, nonparametric regression models. After describing the approach in the familiar context of linear regression, the main part of the talk will focus on variable selection in nonparametric models with emphasis on binary regression and discriminant analysis.
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Authors who are presenting talks have a * after their name.
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