Abstract not found

Variable and feature selection have become the focus of much research in areas of application for which datasets with tens or hundreds of thousands of variables are available.

Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at

that are exactly zero and hence gives interpretable models. Our simulation studies suggest that the lasso enjoys some of the favourable properties of both subset selection and ridge regression. It produces interpretable models like subset selection and exhibits the stability of ridge regression. There is also

to select a parsimonious set for the efficient prediction of a response variable. Least Angle Regression (LARS), a new model selection algorithm, is a useful and less greedy version of traditional forward selection methods. Three main properties are derived: (1) A simple modification of the LARS algorithm

as introduced by Koenker and Bassett (1978) seeks to extend these ideas to the estimation of conditional quantile functions—models in which quantiles of the conditional distribution of the response variable are expressed as functions of observed covariates. In Figure 1, we illustrate one approach to this task

Abstract not found

Abstract not found

A new method for nonparametric multiple regression is presented. The procedure models the regression surface as a sum of general- smooth functions of linear combinations of the predictor variables in an iterative manner. It is more general than standard stepwise and stagewise regression procedures

This individual differences study examined the separability of three often postu-lated executive functions—mental set shifting (‘‘Shifting’’), information updating and monitoring (‘‘Updating’’), and inhibition of prepotent responses (‘‘Inhibi-tion’’)—and their roles in complex ‘‘frontal lobe