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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국자료분석학회 Journal of The Korean Data Analysis Society Journal of The Korean Data Analysis Society 제18권 제6호
- 발행연도
- 2016.12
- 수록면
- 2,913 - 2,924 (12page)
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초록· 키워드
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The least absolute shrinkage and selection operator (LASSO) regression is very popular in these days, because we can get the high dimensional data cheaply. However, there are few research results on the influence analysis of the LASSO regression. We study the local influence on the LASSO estimator in linear regression. We derive a generalized Cook's distance of LASSO estimator, which is equivalent to the Cook's approach under simultaneous perturbation of the assumed model. We consider the perturbations of variance and explanatory variables. In particular we can get the influence information under an explanatory variables, which can not be obtained by the case deletion method. Since the closed form of the LASSO estimator can not be obtained, we can get the influence information based on the estimation of ridge regression. Furthermore, the final results on the local influence can be represented in a closed form. Numerical examples, for which we apply the proposed diagnostic methods, are given for illustration. The proposed method gives important influence information on the LASSO estimate by a simple graphical method.
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참고문헌 (18)
참고문헌 신청
Belsley, D. A. / 1980 / Regression diagnostics : Identifying Influential Data and Source of Collinearity / Wiley
Brownlee, K. A. / 1965 / Statistical Theory and Methodology in Science and Engineering / Wiley
최호식 / 2014 / A Penalized Regression Based Repeat Sales Price Index Estimation / Journal of The Korean Data Analysis Society 16(6):2907~2917
Cook, R. D. / 1986 / Assessment of local influence / Journal of the Royal Statistical Society, Series B 48:133~169
Cook, R. D. / 1982 / Residuals and Influence in Regression / Chapman & Hall
Brownlee, K. A. / 1965 / Statistical Theory and Methodology in Science and Engineering / Wiley
최호식 / 2014 / A Penalized Regression Based Repeat Sales Price Index Estimation / Journal of The Korean Data Analysis Society 16(6):2907~2917
Cook, R. D. / 1986 / Assessment of local influence / Journal of the Royal Statistical Society, Series B 48:133~169
Cook, R. D. / 1982 / Residuals and Influence in Regression / Chapman & Hall
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