A Note on Coding and Standardization of Categorical Variables in (Sparse) Group Lasso Regression

17 May 2018Felicitas J. DetmerMartin Slawski

Categorical regressor variables are usually handled by introducing a set of indicator variables, and imposing a linear constraint to ensure identifiability in the presence of an intercept, or equivalently, using one of various coding schemes. As proposed in Yuan and Lin [J. R. Statist... (read more)

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