-
Notifications
You must be signed in to change notification settings - Fork 1
/
linreg.Rmd
40 lines (29 loc) · 1.11 KB
/
linreg.Rmd
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
---
title: "Evaluating linear regression methods in four scenarios from Zou & Hastie (2005)"
author: "Peter Carbonetto and Gao Wang"
date: April 2, 2019
output:
html_document:
theme: readable
include:
before_body: include/header.html
after_body: include/footer.html
---
In this short analysis, we compare the prediction accuracy of several
linear regression in the four simulation examples described in [Zou &
Hastie (2005)][zou-hastie-2005]. The methods compared are:
+ ridge regression;
+ the Lasso;
+ the Elastic Net;
+ Sum of Single Effects regression (SuSiE), described [here][susie];
+ variational inference for Bayesian variable selection, or "varbvs",
described [here][varbvs]; and
+ "varbvsmix", an elaboration of varbvs that replaces the single normal
prior with a mixture-of-normals.
```{r knitr, echo=FALSE}
knitr::opts_chunk$set(comment = "#",results = "hold",collapse = TRUE,
fig.align = "center")
```
[susie]: https://doi.org/10.1101/501114
[varbvs]: https://projecteuclid.org/euclid.ba/1339616726
[zou-hastie-2005]: https://doi.org/10.1111/j.1467-9868.2005.00503.x