Comparison of variable selection procedures and investigation of the role of shrinkage in linear regression-protocol of a simulation study in low-dimensional data

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SUMMARY

    Over the last decade, considerable attention has focused on penalized regression models, and several methods have been proposed owing to their computational efficiency in variable selection with many potential candidate covariates. Comparison of variable selection procedures-protocol of a simulation study modeling that aims to capture the association between response and covariate variables. In an overview of methods for selection of variables and functional forms for continuous variables, seven important topics that warrant further research, ideally by well-designed and analyzed simulation studies, were highlighted. Following the general objectives of the STRengthening Analytical Thinking . . .

     

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