shrinkage

  1. S

    What are the differences between group bridge, composite MCP, and group exponential lasso methods?

    In the context of variable selection, do these methods minimize the same partial likelihood function? And do these methods use the same type of cross-validation for the choice of the shrinkage parameter? Thank you for taking the time to read my questions and provide your helpful answers.
  2. J

    Multilevels model versus Regression

    Assume I want to model data on dependent variable y_i for N observations belonging to J groups. Assume we are looking at N students distributed on J classes. Why should on use multilevel model: y_{ij} = \beta_{0j} + \epsilon_{ij} \beta_{0j} = \gamma_{00} + u_{0j} where \gamma_{00}...