Bayesian model averaging (BMA)

Theory

Madigan and Raftery, 1994 [58]

bma package in R

Application

Koop and Tole, 2004 [45]

Deletion/Substitution/Addition (DSA)

Theory

Sinisi and van der Laan, 2004 [32]

dsa package in R

Application

Mortimer et al., 2008 [33]

Least absolute shrinkage and selection operator (LASSO)

Theory

Tibshirani, 1996 [53];

lars package in R

Efron et al., 2004 [54]

Application

Roberts and Martin, 2005 [42]

Partial leastsquare regression (PLSR)

Theory

Hoeskuldsson, 1988 [40]

pls package in R

Application

N/A

Supervised principal component analysis (SPCA)

Theory

Bair et al., 2006 [52]

N/A

Application

Roberts and Martin, 2006 [38]

Classification and regression tree (CART)

Theory

Breiman et al., 1984 [48]

rpart package in R


Application

Hu et al., 2008 [31]
 