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Split Regularized Regression

Christidis, AA; Lakshmanan, L; Smucler, E; Zamar, R

Zamar, R (reprint author), Univ British Columbia, Dept Stat, Vancouver, BC V6T 1Z4, Canada.

TECHNOMETRICS, 0; ():

Abstract

We propose an approach for fitting linear regression models that splits the set of covariates into groups. The optimal split of the variables into gro......

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