Consistency of ℓ _1 Penalized Negative Binomial Regressions

02/18/2020

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by   Fang Xie, et al.

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We prove the consistency of the ℓ_1 penalized negative binomial regression (NBR). A real data application about German health care demand shows that the ℓ_1 penalized NBR produces a more concise but more accurate model, comparing to the classical NBR.