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題名 Variable selection via penalized ridge regression with error prone variables
作者 陳立榜
Chen, Li-Pang
貢獻者 統計系
關鍵詞 Asymptotic distribution; Focus parameter; Insertion method; Mismeasurement
日期 2026-04
上傳時間 21-Aug-2025 09:33:13 (UTC+8)
摘要 Variable selection is a fundamental topic in statistical analysis and data science. Regularization methods have been widely employed to identify informative variables related to the response. However, challenges such as collinearity and measurement error often arise in real-world datasets. In this paper, we address variable selection and estimation for linear models and focus parameters. To simultaneously handle collinearity and measurement error, we propose a valid correction strategy for error-prone continuous, binary, and discrete covariates, and develop a penalized ridge regression method to perform variable selection and estimation. We establish the theoretical properties of the proposed method, including variable selection consistency and asymptotic normality. Numerical studies are conducted to evaluate its performance, and the results demonstrate that the proposed method outperforms existing approaches.
關聯 Annals of the Institute of Statistical Mathematics, Vol.78, No.2, pp.225–261
資料類型 article
DOI https://doi.org/10.1007/s10463-025-00940-1
dc.contributor 統計系-
dc.creator (作者) 陳立榜-
dc.creator (作者) Chen, Li-Pang-
dc.date (日期) 2026-04-
dc.date.accessioned 21-Aug-2025 09:33:13 (UTC+8)-
dc.date.available 21-Aug-2025 09:33:13 (UTC+8)-
dc.date.issued (上傳時間) 21-Aug-2025 09:33:13 (UTC+8)-
dc.identifier.uri (URI) https://ah.lib.nccu.edu.tw/item?item_id=178406-
dc.description.abstract (摘要) Variable selection is a fundamental topic in statistical analysis and data science. Regularization methods have been widely employed to identify informative variables related to the response. However, challenges such as collinearity and measurement error often arise in real-world datasets. In this paper, we address variable selection and estimation for linear models and focus parameters. To simultaneously handle collinearity and measurement error, we propose a valid correction strategy for error-prone continuous, binary, and discrete covariates, and develop a penalized ridge regression method to perform variable selection and estimation. We establish the theoretical properties of the proposed method, including variable selection consistency and asymptotic normality. Numerical studies are conducted to evaluate its performance, and the results demonstrate that the proposed method outperforms existing approaches.-
dc.format.extent 106 bytes-
dc.format.mimetype text/html-
dc.relation (關聯) Annals of the Institute of Statistical Mathematics, Vol.78, No.2, pp.225–261-
dc.subject (關鍵詞) Asymptotic distribution; Focus parameter; Insertion method; Mismeasurement-
dc.title (題名) Variable selection via penalized ridge regression with error prone variables-
dc.type (資料類型) article-
dc.identifier.doi (DOI) 10.1007/s10463-025-00940-1-
dc.doi.uri (DOI) https://doi.org/10.1007/s10463-025-00940-1-