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I think our PenalizedMixin is underused and not very convenient.
We need specific classes to make it more usable, and so we can start to collect more post-estimation results.
e.g. adding penalizat…
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Just a diagnostic idea for Sure Independence Screening:
Currently I use a shortcut to the score test to rank candidates for addition. Dropping of variables is driven by the SCAD penalized estimatio…
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Hello, I am doing some real data analysis about high-dimensional cox model. My real dataset's shape is like 240*7000, however, I try to use the `abess.CoxPHSurvivalAnalysis()` with cv and it can not c…
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I ran
`otu.dummyDS.values` has dtype int64, values of [0, 1, 2], and contains 336 observations.
`normed` is a matrix of observations and variables, float64, very scarce, shape = (336, 3348)
Runni…
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my guess is that this might be similar to regression trees, but I never looked at those details.
The basic idea: We want to select variables from a large possible list. Explanatory variables are gene…
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Consider that we are only interested in a few parameters in a (linear or non-gaussian) regression model, but have a large number of possible extra explanatory variables (confounders/controls).
What…
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Just trying to get a rough overview what I'm planning for 0.14
- diagnostics, score tests
- missing pieces in discrete (avoiding PRs that get too large or widespread).
- main difficulty will…
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Please consider adding an example for [LASSO regression](https://www.statsmodels.org/devel/generated/generated/statsmodels.regression.linear_model.OLS.fit_regularized.html#statsmodels.regression.linea…
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related to #2041
I need to look at the "misspecified alternative" case again.
I'm not sure the current score test works this way for the "vectorized" version (not joint test of variable addition)
…