A note on coding and standardization of categorical variables in (sparse) group lasso regression
Detmer F, Cebral J, Slawski M. A note on coding and standardization of categorical variables in (sparse) group lasso regression. Journal Of Statistical Planning And Inference 2020, 206: 1-11. DOI: 10.1016/j.jspi.2019.08.003.Peer-Reviewed Original ResearchWithin-group sparsityCategorical covariatesRegressor variablesCoding schemeDesign matrixVariable selectionGroup lassoBoost performanceCategorical predictorsRe-scalingGroups of variablesOrthonormalityIndicator variablesTibshiraniSparsityCase studyConvenient approachComputerCase of interactionLASSOCovariatesSchemeIdentifiersExtensionVariables