The group lasso for logistic regression

Lukas Meier, Sara van de Geer and Peter Bühlmann Eidgenössische Technische Hochschule, Zürich, Switzerland [Received March 2006. Final revision July 2007] Summary.The group lasso is an extension of the lasso to do variable selection on (predefined) groups of variables in linear regression models. The estimates have the attractive property of

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