Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization
采用极端阈值惩罚的双向截断线性回归
This article introduces a new type of linear regression model with regularization. Each predictor is conditionally truncated through the presence of unknown thresholds. The new model, called the two-way truncated linear regression model (TWT-LR), is not only viewed as a nonlinear generalization of a linear model but is also a much more flexible model with greatly enhanced interpretability and applicability. The TWT-LR model performs classifications through thresholds similar…