JSTOR Daily

Modified Cross-Validation for Penalized High-Dimensional Linear Regression Models

In this article, for Lasso penalized linear regression models in high-dimensional settings, we propose a modified cross-validation (CV) method for selecting the penalty parameter. The methodology is ...
Pharmabiz

Linear understanding of linearity of analytical method validation

In this article, the author modestly expresses his views on the use and understanding of linearity, a key parameter to be determined in analytical method validation in quality control laboratories (QC ...
Risk

Estimating value-at-risk using quantile regression and implied volatilities

In this paper we propose a semi-parametric, parsimonious value-at-risk forecasting model based on quantile regression and readily available market prices of option contracts from the over-the-counter ...
JSTOR Daily

A Permutation Approach for Selecting the Penalty Parameter in Penalized Model Selection

We describe a simple, computationally efficient, permutation-based procedure for selecting the penalty parameter in LASSO-penalized regression. The procedure, permutation selection, is intended for ...
ascopubs.org

Regression Derived Staging Model to Predict Overall and Disease Specific Survival in Patients With Major Salivary Gland Carcinomas With Independent External Validation

The current American Joint Cancer Committee (AJCC) staging system for salivary gland tumors does not include histology and grade in its classification despite their proven prognostic importance. We ...
Computer Weekly

Oxagile on predictive analytics: 3 types of regression algorithms you should know

The latest trends in software development from the Computer Weekly Application Developer Network. This is a guest post for the Computer Weekly Developer Network written by Yana Yelina in her role as ...