Bootstrapping Lasso in Generalized Linear Models Article Swipe
Mayukh Choudhury
,
Debraj Das
·
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2403.19515
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2403.19515
Generalized linear models or GLM constitute plethora of sub-models which extends the ordinary linear regression by connecting the mean of response variable with the covariates through appropriate link functions. On the other hand, Lasso is a popular and easy-to-implement penalization method in regression when not all covariates are relevant. However, Lasso does not generally have a tractable asymptotic distribution (Knight and Fu (2000)). In this paper, we develop a Bootstrap method which works as an alternative to the asymptotic distribution of Lasso for all the submodels of GLM. We support our theoretical findings by showing good finite-sample properties of the proposed Bootstrap method through a moderately large simulation study. We also implement our method on a real data set.
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- Type
- preprint
- Language
- en
- Landing Page
- http://arxiv.org/abs/2403.19515
- https://arxiv.org/pdf/2403.19515
- OA Status
- green
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4393336148
All OpenAlex metadata
Raw OpenAlex JSON
- OpenAlex ID
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https://openalex.org/W4393336148Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.48550/arxiv.2403.19515Digital Object Identifier
- Title
-
Bootstrapping Lasso in Generalized Linear ModelsWork title
- Type
-
preprintOpenAlex work type
- Language
-
enPrimary language
- Publication year
-
2024Year of publication
- Publication date
-
2024-03-28Full publication date if available
- Authors
-
Mayukh Choudhury, Debraj DasList of authors in order
- Landing page
-
https://arxiv.org/abs/2403.19515Publisher landing page
- PDF URL
-
https://arxiv.org/pdf/2403.19515Direct link to full text PDF
- Open access
-
YesWhether a free full text is available
- OA status
-
greenOpen access status per OpenAlex
- OA URL
-
https://arxiv.org/pdf/2403.19515Direct OA link when available
- Concepts
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Bootstrapping (finance), Lasso (programming language), Generalized linear model, Cross-validation, Linear model, Mathematics, Generalized linear mixed model, Econometrics, Computer science, Statistics, Applied mathematics, World Wide WebTop concepts (fields/topics) attached by OpenAlex
- Cited by
-
0Total citation count in OpenAlex
- Related works (count)
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10Other works algorithmically related by OpenAlex
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