Atan regularized for the high dimensional Poisson regression model

Variable selection in Poisson regression with high dimensional data has been widely used in recent years. we proposed in this paper using a penalty function that depends on a function named a penalty. An Atan estimator was compared with  Lasso and adaptive lasso. A simulation and application show that an Atan estimator has the advantage in the estimation of coefficient and variables selection.

کلیدواژه ها:

Poisson regression ، Lasso ، Adaptive Lasso ، Atan