Holistic Generalized Linear Models

Holistic linear regression extends the classical best subset selection problem by adding additional constraints designed to improve the model quality. These constraints include sparsity-inducing constraints, sign-coherence constraints and linear constraints. The R package holiglm provides functiona...

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Bibliographic Details
Main Authors: Benjamin Schwendinger, Florian Schwendinger, Laura Vana
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2024-02-01
Series:Journal of Statistical Software
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/4746
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