Variable Selection With Prior Information for Generalized Linear Models via the Prior LASSO Method
利用先验信息的广义线性模型变量选择:prior LASSO
LASSO is a popular statistical tool often used in conjunction with generalized linear models that can simultaneously select variables and estimate parameters. When there are many variables of interest, as in current biological and biomedical studies, the power of LASSO can be limited. Fortunately, so much biological and biomedical data have been collected and they may contain useful information about the importance of certain variables. This paper proposes an extension of…