Comparison of variable selection procedures and investigation of the role of shrinkage in linear regression-protocol of a simulation study in low-dimensional data.

In low-dimensional data and within the framework of a classical linear regression model, we intend to compare variable selection methods and investigate the role of shrinkage of regression estimates in a simulation study. Our primary aim is to build descriptive models that capture the data structure...

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Bibliographic Details
Main Authors: Edwin Kipruto, Willi Sauerbrei
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2022-01-01
Series:PLoS ONE
Online Access:https://doi.org/10.1371/journal.pone.0271240

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