1 code implementation • 25 Mar 2020 • Zhiyang Zhou, Richard Lockhart
Functional partial least squares (FPLS) is commonly used for fitting scalar-on-function regression models.
Methodology
1 code implementation • 16 Jan 2014 • Ryan J. Tibshirani, Jonathan Taylor, Richard Lockhart, Robert Tibshirani
We propose new inference tools for forward stepwise regression, least angle regression, and the lasso.
Methodology 62F03, 62G15
no code implementations • 30 Jan 2013 • Richard Lockhart, Jonathan Taylor, Ryan J. Tibshirani, Robert Tibshirani
We propose a simple test statistic based on lasso fitted values, called the covariance test statistic, and show that when the true model is linear, this statistic has an $\operatorname {Exp}(1)$ asymptotic distribution under the null hypothesis (the null being that all truly active variables are contained in the current lasso model).
Statistics Theory Methodology Statistics Theory
