Title | Grouped variables selection via alternating direction method of multipliers in longitudinal analysis |
Creator | |
Date Issued | 2019 |
Conference Name | 2nd International Conference on Physics, Mathematics and Statistics, ICPMS 2019 |
Source Publication | Journal of Physics: Conference Series
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ISSN | 1742-6588 |
Volume | 1324 |
Issue | 1 |
Conference Date | 22-24 May 2019 |
Conference Place | Hangzhou, PEOPLES R CHINA |
Abstract | This work focuses on automatically and simultaneously selecting and estimating the coefficients of grouped variables in longitudinal data. It is motivated by a large cohort study, the UK North Staffordshire Osteoarthritis Project (NorStOP), which contains highly associated continuous, binary and ordinal variables. To select grouped variables associated with the target response efficiently, we propose a newly-developed generalized estimating equation (GEE) estimation. The innovation of this method is to study and implement GEE with group-lasso rather than traditional lasso which lacks consideration of group effects. We applied the proposed approach to the NorStOP data, and the results turned out to be reasonable. © 2019 IOP Publishing Ltd. All rights reserved. |
DOI | 10.1088/1742-6596/1324/1/012104 |
URL | View source |
Indexed By | CPCI-S |
Language | 英语English |
WOS Research Area | Mathematics ; Physics |
WOS Subject | Mathematics ; Physics, Multidisciplinary ; Statistics & Probability |
WOS ID | WOS:000562396200104 |
Citation statistics |
Cited Times [WOS]:0
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Document Type | Conference paper |
Identifier | http://repository.uic.edu.cn/handle/39GCC9TT/5090 |
Collection | Research outside affiliated institution |
Affiliation | School of Mathematics, Sichuan University, China |
Recommended Citation GB/T 7714 | Zhang, Chengyu,Yang, Yihe,Pan, Jianxin. Grouped variables selection via alternating direction method of multipliers in longitudinal analysis[C], 2019. |
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