Simulation and analytical approach to the identification of significant factorsстатья
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Дата последнего поиска статьи во внешних источниках: 19 сентября 2015 г.
Аннотация:We develop our previous works concerning the identification of the collection of significant factors determining some, in general, non-binary random response variable. Such identification is important, e.g., in biological and medical studies. Our approach is to examine the quality of response variable prediction by functions in (certain part of) the factors. The prediction error estimation requires some cross-validation procedure, certain prediction algorithm and estimation of the penalty function. Using simulated data we demonstrate the efficiency of our method. We prove a new central limit theorem for introduced regularized estimates under some natural conditions for arrays of exchangeable random variables.