Standard error adjusted adaptive lasso (SEA-lasso) is a version of the adaptive lasso, which incorporates OLS standard error to the L1 penalty weight. This method is intended for variable selection under linear regression settings (n > p). This new weight assignment strategy is especially useful when the collinearity of the design matrix is a concern.
|Author||Wei Qian <firstname.lastname@example.org>|
|Maintainer||Wei Qian <email@example.com>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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