Stochastic Restricted LASSO-Type Estimator in the Linear Regression Model

<div>Coefficient paths of the (a) LASSO, (b) Enet, and (c) SRLASSO versus <svg height="19.0151pt" id="M36" style="vertical-align:-6.4385pt" version="1.1" viewbox="-0.0498162 -12.5766 64.4378 19.0151" width="64.4378pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M324 430H196L233 583L223 592L145 529L120 430H54L29 396L31 388H111L56 126C33 15 54 -12 77 -12C137 -12 214 57 250 95L233 119C208 92 155 59 138 59C126 59 120 70 131 125L186 390L298 394L324 430Z"></path></g><g transform="matrix(.013,0,0,-0.013,8.065,0)"><path d="M535 323V373H52V323H535ZM535 138V188H52V138H535Z"></path></g><g transform="matrix(.013,0,0,-0.013,19.328,.007)"><path d="M697 -46L668 -39C637 -126 611 -142 545 -142H163L474 298L206 694H483C558 694 584 688 600 668C615 651 627 625 639 580L667 585L655 739H70V714L378 254L53 -203V-228H655L697 -46Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,29.114,-6.844)"><path d="M573 302C573 402 527 451 414 451C386 451 343 446 313 437L330 513L320 522C295 508 261 484 243 463L230 415C194 400 159 383 126 359L131 330C159 344 187 357 222 368L109 -147C96 -204 80 -214 18 -223L13 -255L256 -244L259 -212L236 -210C184 -205 180 -195 191 -141L219 -1C240 -10 268 -12 284 -12C352 4 431 48 484 104C543 166 573 240 573 302ZM481 290C481 165 381 37 305 37C280 37 249 56 235 71L302 395C328 399 353 402 372 402C427 402 481 378 481 290Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,29.114,4.041)"><path d="M400 606C400 634 383 656 353 656C316 656 294 620 294 593C294 564 317 545 343 545C375 545 400 573 400 606ZM366 351C379 413 381 451 356 451C323 451 251 408 183 341L199 313C223 335 267 365 277 365C285 365 284 354 277 312C245 132 222 27 193 -100C182 -148 160 -188 131 -188C113 -188 90 -178 75 -170C64 -164 55 -168 48 -175C38 -185 24 -203 24 -222S48 -257 71 -257C89 -257 131 -241 186 -192C243 -141 286 -46 310 74L366 351Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,33.028,4.041)"><path d="M556 331V384H55V331H556ZM556 140V193H55V140H556Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,38.588,4.041)"><path d="M389 0V32C297 38 291 46 291 118V635C234 613 175 595 109 583V556L161 554C203 552 207 547 207 497V118C207 46 201 38 110 32V0H389Z"></path></g><g transform="matrix(.013,0,0,-0.013,45.749,0)"><path d="M162 -163V703H101V-163H162Z"></path></g><g transform="matrix(.013,0,0,-0.013,51.523,-3.549)"><path d="M470 557C393 591 314 624 246 666H224C156 624 76 591 0 557L12 532C86 550 163 573 235 596C309 572 384 550 458 532L470 557Z"></path></g><g transform="matrix(.013,0,0,-0.013,49.168,0)"><path d="M558 587C558 666 497 712 432 712C379 712 330 691 284 650C212 586 178 508 148 348L71 -65C49 -185 35 -229 23 -235L27 -261C49 -259 101 -251 124 -224C131 -216 138 -178 159 -24C171 66 197 200 227 356C264 550 295 668 393 668C443 668 479 632 479 575C479 516 446 458 383 418C361 404 344 398 318 397L296 350C395 338 460 281 460 192C460 110 411 40 300 40C258 40 215 55 192 69L181 51C191 18 222 -16 266 -16C308 -16 351 1 397 26C471 67 545 142 545 221C545 315 486 365 401 395C469 437 558 498 558 587Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,56.396,3.132)"><path d="M400 606C400 634 383 656 353 656C316 656 294 620 294 593C294 564 317 545 343 545C375 545 400 573 400 606ZM366 351C379 413 381 451 356 451C323 451 251 408 183 341L199 313C223 335 267 365 277 365C285 365 284 354 277 312C245 132 222 27 193 -100C182 -148 160 -188 131 -188C113 -188 90 -178 75 -170C64 -164 55 -168 48 -175C38 -185 24 -203 24 -222S48 -257 71 -257C89 -257 131 -241 186 -192C243 -141 286 -46 310 74L366 351Z"></path></g><g transform="matrix(.013,0,0,-0.013,60.848,0)"><path d="M162 -163V703H101V-163H162Z"></path></g></svg> for the Prostate Cancer Data.</div>

Journal of Probability and Statistics

fig3

Figure 3

Figure 3: Stochastic Restricted LASSO-Type Estimator in the Linear Regression Model 