Consistency of $\ell _{1}$ Penalized Negative Binomial Regressions

Published 18 Feb 2020 in math.ST and stat.TH | (2002.07441v1)

Abstract: We prove the consistency of the $\ell_1$ penalized negative binomial regression (NBR). A real data application about German health care demand shows that the $\ell_1$ penalized NBR produces a more concise but more accurate model, comparing to the classical NBR.

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