• Corpus ID: 237194774

Weak signal identification and inference in penalized likelihood models for categorical responses

@inproceedings{Zhang2021WeakSI,
  title={Weak signal identification and inference in penalized likelihood models for categorical responses},
  author={Yuexia Zhang and Peibei Shi and Zhongyi Zhu and Linbo Wang and Annie Qu},
  year={2021}
}
Penalized likelihood models are widely used to simultaneously select variables and estimate model parameters. However, the existence of weak signals can lead to inaccurate variable selection, biased parameter estimation, and invalid inference. Thus, identifying weak signals accurately and making valid inferences are crucial in penalized likelihood models. We develop a unified approach to identify weak signals and make inferences in penalized likelihood models, including the special case when… 

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