Regularization Methods for Fitting Linear Models with Small Sample Sizes: Fitting the Lasso Estimator Using R

Autor/inn/en	Finch, W. Holmes; Finch, Maria E. Hernandez
Titel	Regularization Methods for Fitting Linear Models with Small Sample Sizes: Fitting the Lasso Estimator Using R
Quelle	In: Practical Assessment, Research & Evaluation, 21 (2016) 7, (13 Seiten)Infoseite zur Zeitschrift PDF als Volltext Verfügbarkeit
Sprache	englisch
Dokumenttyp	gedruckt; online; Zeitschriftenaufsatz
ISSN	1531-7714
Schlagwörter	Sample Size; Statistical Analysis; Regression (Statistics); Predictor Variables; Scores; Models; Adults; Autism; Intelligence Tests; Least Squares Statistics; Data Analysis; Computation; Wechsler Adult Intelligence Scale + Suchen Sie Ihr Suchwort? Statistische Analyse; Regression; Regressionsanalyse; Prädiktor; Analogiemodell; Autismus; Intelligence test; Intelligenztest; Auswertung
Abstract	Researchers and data analysts are sometimes faced with the problem of very small samples, where the number of variables approaches or exceeds the overall sample size; i.e. high dimensional data. In such cases, standard statistical models such as regression or analysis of variance cannot be used, either because the resulting parameter estimates exhibit very high variance and can therefore not be trusted, or because the statistical algorithm cannot converge on parameter estimates at all. There exists an alternative set of model estimation procedures, known collectively as regularization methods, which can be used in such circumstances, and which have been shown through simulation research to yield accurate parameter estimates. The purpose of this paper is to describe, for those unfamiliar with them, the most popular of these regularization methods, the lasso, and to demonstrate its use on an actual high dimensional dataset involving adults with autism, using the R software language. Results of analyses involving relating measures of executive functioning with a full scale intelligence test score are presented, and implications of using these models are discussed. (As Provided).
Anmerkungen	Dr. Lawrence M. Rudner. e-mail: editor@pareonline.net; Web site: http://pareonline.net
Erfasst von	ERIC (Education Resources Information Center), Washington, DC
Update	2020/1/01