The benefit of group sparsity in group inference with de-biased scaled group Lasso

Business & Economics

• Large Groups 71%
• Inference 70%
• Confidence Region 61%
• Statistical Inference 59%
• Group Size 50%
• Estimator 33%
• Sample Size 28%
• P Value 25%
• Linear Regression 21%
• Coefficients 15%
• Factors 7%

Mathematics

• Lasso 100%
• Sparsity 89%
• Biased 80%
• Projection Estimator 26%
• Chi-squared 21%
• Confidence Region 19%
• Statistical Inference 16%
• Chi-squared test 10%
• p-Value 9%
• Linear regression 8%
• High-dimensional 6%
• Sample Size 6%
• Coefficient 4%