Timeline for Find the best pair of features for Linear Regression
Current License: CC BY-SA 4.0
3 events
| when toggle format | what | by | license | comment | |
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| Feb 24, 2020 at 20:27 | comment | added | DanielTheRocketMan | LASSO, Ridge and Elastic-Net has no issues with collinearity. In fact, one of the main objectives of the creation of ridge regression was to deal with ill-conditioned regression. The other methods of stepwise regression will probably include only one of the variables that are multicolinear. | |
| Feb 24, 2020 at 20:20 | comment | added | user23564 | Thank you for the quick response, how would these methods deal with collinearity? If I'm not mistaken LASSO would just try to minimize the loss function, so would the others? | |
| Feb 24, 2020 at 20:04 | history | answered | DanielTheRocketMan | CC BY-SA 4.0 |