arXiv Open Access 2020

Consistency of $\ell _{1}$ Penalized Negative Binomial Regressions

Fang Xie Zhijie Xiao

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Abstrak

We prove the consistency of the $\ell_1$ penalized negative binomial regression (NBR). A real data application about German health care demand shows that the $\ell_1$ penalized NBR produces a more concise but more accurate model, comparing to the classical NBR.

Topik & Kata Kunci

math.ST

Penulis (2)

Fang Xie

Zhijie Xiao

Format Sitasi

APA MLA BibTeX

Xie, F., Xiao, Z. (2020). Consistency of $\ell _{1}$ Penalized Negative Binomial Regressions. https://arxiv.org/abs/2002.07441

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Informasi Jurnal

Tahun Terbit: 2020
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓