https://osorensen.no/tags/measurement-errror/Recent content in Measurement Errror on Øystein SørensenHugoenFri, 12 Jul 2024 00:00:00 +0000https://osorensen.no/papers/paper1/Wed, 01 Apr 2015 00:00:00 +0000https://osorensen.no/papers/paper1/This paper analyzes the impact of covariate measurement error in the lasso method for penalized regression. First, we present a result showing how the classical result for variable selection consistency breaks down in the presence of measurement error, and then we study a correction method and show how it recovers the consistent variable selection property. Finally, we consider an extension to logistic and Poisson regression. Published in Statistica Sinica.