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This tag is for questions about the techniques, strategies, or philosophy in the book "Regression Modeling Strategies".
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For LASSO, what is the best alternative when a held out test set is not viable?
I have a very limited data set with a number of features $\textbf{x}$ (roughly 30 dimensions) and a regression target $y$. I have roughly $20$ groups of data-points with $2$ points in each group (wher …