Repost: Prediction: the Lasso vs. just using the top 10 predictors
Simply Statistics,
Editor's note: This is a previously published post of mine from a couple of years ago (!). I always thought about turning it…
Repost: Prediction: the Lasso vs. just using the top 10 predictors
Simply Statistics,
Editor’s note: This is a previously published post of mine from a couple of years ago (!). I always thought about turning it…
Prediction: the Lasso vs. just using the top 10 predictors
Simply Statistics,
One incredibly popular tool for the analysis of high-dimensional data is the lasso. The lasso is commonly used in cases when…