Thesis Defense
Youhan Lu
University of Illinois at Chicago
A Unified Variable Selection Method for (Generalized) Partially Linear Models
Abstract: We focus on the partially linear model without any structure assumption on the nonparametric component. For such a model with both linear and nonlinear predictors being multivariate, we propose a new variable selection method. Our new method is a unified approach in the sense that it can select both linear and nonlinear predictors simultaneously by solving a single optimization problem. We prove that the proposed method achieves consistency. Both simulation examples and a real data example are used to demonstrate the new method's competitive finite-sample performance. We also extend this framework to generalized partially linear models.
https://uic.zoom.us/j/84688820424?pwd=SFpzc2oyQTJjUTBkNUlPcXFESDhkdz09
Tuesday November 14, 2023 at 11:00 AM in Zoom