12
votes
Accepted
Model reduction in linear regression by stepwise elimination of predictors with "non-significant" coefficients
This procedure looks like standard backward elimination based on p-values except for the "smallest absolute value" selection, which only makes sense if predictors are standardised. The major ...
- 26.9k
1
vote
Is it o.k. to stack out-of-sample predictions from separate cross-validation rounds?
I don't think that there's much of a problem with stacking results from multiple cross-validation runs for LASSO per se,* but I also don't think that will do what you want with respect to things like ...
- 98k
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