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      • University of Waikato Theses
      • Higher Degree Theses
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      A new approach to fitting linear models in high dimensional spaces

      Wang, Yong
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      https://hdl.handle.net/10289/14890
      Abstract
      This thesis presents a new approach to fitting linear models, called “pace regression”, which also overcomes the dimensionality determination problem. Its optimality in minimizing the expected prediction loss is theoretically established, when the number of free parameters is infinitely large. In this sense, pace regression outperforms existing procedures for fitting linear models. Dimensionality determination, a special case of fitting linear models, turns out to be a natural by-product. A range of simulation studies are conducted; the results support the theoretical analysis.

      Through the thesis, a deeper understanding is gained of the problem of fitting linear models. Many key issues are discussed. Existing procedures, namely OLS, AIC, BIC, RIC, CIC, CV(d), BS(m), RIDGE, NN-GAROTTE and LASSO, are reviewed and compared, both theoretically and empirically, with the new methods.

      Estimating a mixing distribution is an indispensable part of pace regression. A measure-based minimum distance approach, including probability measures and nonnegative measures, is proposed, and strongly consistent estimators are produced. Of all minimum distance methods for estimating a mixing distribution, only the nonnegative-measure-based one solves the minority cluster problem, what is vital for pace regression.

      Pace regression has striking advantages over existing techniques for fitting linear models. It also has more general implications for empirical modeling, which are discussed in the thesis.
      Date
      2000
      Type
      Thesis
      Degree Name
      Doctor of Philosophy (PhD)
      Supervisors
      Witten, Ian H.
      Holmes, Geoffrey
      Publisher
      The University of Waikato
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      All items in Research Commons are provided for private study and research purposes and are protected by copyright with all rights reserved unless otherwise indicated.
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      • Higher Degree Theses [1739]
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