2 papers
stat.ME2020
High-Dimensional Inference Based on the Leave-One-Covariate-Out LASSO Path
Xiangyang Cao, Karl Gregory, Dewei Wang
We propose a new measure of variable importance in high-dimensional regression based on the change in the LASSO solution path when one covariate is left out. The proposed procedure…
stat.ME2020
Local polynomial regression for pooled response data
Dewei Wang, Xichen Mou, Xiang Li +1
We propose local polynomial estimators for the conditional mean of a continuous response when only pooled response data are collected under different pooling designs. Asymptotic pr…