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- W4380675401 abstract "Subdata selection from big data is an active area of research that facilitates inferences based on big data with limited computational expense. For linear regression models, the optimal design-inspired Information-Based Optimal Subdata Selection (IBOSS) method is a computationally efficient method for selecting subdata that has excellent statistical properties. But the method can only be used if the subdata size, k, is at last twice the number of regression variables, p. In addition, even when $kge 2p$, under the assumption of effect sparsity, one can expect to obtain subdata with better statistical properties by trying to focus on active variables. Inspired by recent efforts to extend the IBOSS method to situations with a large number of variables p, we introduce a method called Combining Lasso And Subdata Selection (CLASS) that, as shown, improves on other proposed methods in terms of variable selection and building a predictive model based on subdata when the full data size n is very large and the number of variables p is large. In terms of computational expense, CLASS is more expensive than recent competitors for moderately large values of n, but the roles reverse under effect sparsity for extremely large values of n." @default.
- W4380675401 created "2023-06-15" @default.
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- W4380675401 date "2023-01-01" @default.
- W4380675401 modified "2023-09-28" @default.
- W4380675401 title "Subdata Selection With a Large Number of Variables" @default.
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- W4380675401 doi "https://doi.org/10.51387/23-nejsds36" @default.
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