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Bootstrap-Based LASSO-Type Selection to Build Generalized Additive Partially Linear Models for High-Dimensional Data

  • Xiang LiuEmail author
  • Tian Chen
  • Yuanzhang Li
  • Hua LiangEmail author
Chapter
Part of the ICSA Book Series in Statistics book series (ICSABSS)

Abstract

Generalized additive partially linear model (GAPLM) is a flexible option to model the effects of covariates on the response by allowing nonlinear effects of some covariates and linear effects of the other covariates. To address the practical needs of applying GAPLM to high-dimensional data, we propose a procedure to select variables and therefore to build a GAPLM by using the bootstrap technique with the penalized regression. We demonstrate the proposed procedure by applying it to analyze data from a breast cancer study and an HIV study. The two examples show that the procedure is useful in practice. A simulation study also shows that the proposed procedure has a better performance of variable selection than the penalized regression.

Keywords

Marginal Effect Subset Selection Coordinate Descent Real Data Analysis Stability Selection 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Notes

Acknowledgements

Material has been reviewed by the Walter Reed Army Institute of Research. There is no objection to its presentation and/or publication. The opinions or assertions contained herein are the private views of the author, and are not to be construed as official, or as reflecting true views of the Department of the Army, the Agency for Healthcare Research and Quality, the Department of Defense or the Department of Health and Human Services. Liang’s research was partially supported by NSF grants DMS-1418042 and DMS-1620898, and by Award Number 11529101, made by National Natural Science Foundation of China.

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Copyright information

© Springer Nature Singapore Pte Ltd. 2017

Authors and Affiliations

  1. 1.Health Informatics InstituteUniversity of South FloridaTampaUSA
  2. 2.Department of Mathematics and StatisticsUniversity of ToledoToledoUSA
  3. 3.Division of Preventive MedicineWalter Reed Army Institute of ResearchSilver SpringUSA
  4. 4.Department of StatisticsGeorge Washington UniversityWashingtonUSA

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