https://www.selleckchem.com/
We propose ensemble variable selection using the least squares approximation technique on the unpenalized ensemble estimator, followed by ensemble re-estimation under the selected model. The resulting estimator has the oracle property such that the set of nonzero parameters is successfully recovered and the semiparametric efficiency bound is achieved for this parameter set. Simulations show that the proposed method performs well relative to alternative approaches. Analysis of an AIDS cohort study illustrates the practical utility of the method.The fused las
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