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A note on the asymptotic distribution of LASSO estimator for correlated data

✍ Scribed by Shuva Gupta


Book ID
118152628
Publisher
Springer-Verlag
Year
2012
Tongue
English
Weight
401 KB
Volume
74
Category
Article
ISSN
0976-836X

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A Note on Robust Variance Estimation for
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**Summary.** There is a simple robust variance estimator for cluster‐correlated data. While this estimator is well known, it is poorly documented, and its wide range of applicability is often not understood. The estimator is widely used in sample survey research, but the results in the sample surve