In this paper, we propose the hard thresholding regression (HTR) for estimating high‐dimensional sparse linear regression models. HTR uses a two‐stage convex algorithm to approximate the ?0‐penalized regression: The first stage calculates a coarse initial estimator, and the second stage identifies the oracle estimator by borrowing information from the first one. Theoretically, the HTR estimator achieves the strong oracle property over a wide range of regularization parameters. Numerical examples and a real data example lend further support to our proposed methodology. 相似文献
This paper examines the effects of exchange rate depreciation to the U.S. economy in a factor‐augmented vector autoregression model using monthly data of 148 variables for the post–Bretton Woods period of 1973–2017. Exchange rate shock is identified to reflect exogenous disturbances to the foreign exchange market, and movements in exchange rate that are not accounted for by changes in the U.S. monetary policy. We find that depreciation is expansionary and inflationary to the broad U.S. economy, the current account improves over time conforming to the J‐curve theory, and monetary policy is leaning against the wind. (JEL E3, E5, F31, F32, F41) 相似文献
Objective: The objective of this study is to investigate the impact of metabolic status on associations of serum vitamin D with hypogonadism and lower urinary tract symptoms (LUTS)/benign prostatic hyperplasia (BPH).
Patients and methods: A total of 612 men underwent physical examination, biochemical/hormonal blood testing, and transrectal prostate ultrasound. Moreover, the subjects filled out standard questionnaires for identification and grading of LUTS and hypogonadism symptoms. Parameters were statistically compared with independent t-tests and correlation analyses.
Results: Vitamin D levels positively correlated with total testosterone (TT) but not with prostate volume or International Prostate Symptom Score (IPSS). Patients with metabolic syndrome had significantly lower vitamin D levels, which were not correlated with TT, prostate volume, or IPSS. However, vitamin D was positively correlated with TT, and negatively correlated with prostate volume and quality-of-life IPSS in subjects without metabolic syndrome.
Conclusion: The clinical usefulness of vitamin D for treatment of hypogonadism or LUTS/BPH varies according to metabolic status. 相似文献