A Two-Step Penalized Regression Method with Networked Predictors.

@article{Luo2012ATP,
  title={A Two-Step Penalized Regression Method with Networked Predictors.},
  author={Chong Luo and Wei Pan and Xiaotong Shen},
  journal={Statistics in biosciences},
  year={2012},
  volume={4 1},
  pages={
          27-46
        }
}
Penalized regression incorporating prior dependency structure of predictors can be effective in high-dimensional data analysis (Li and Li 2008). Pan, Xie and Shen (2010) proposed a penalized regression method for better outcome prediction and variable selection by smoothing parameters over a given predictor network, which can be applied to analysis of microarray data with a given gene network. In this paper, we develop two modifications to their method for further performance enhancement. First… CONTINUE READING

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