New answers tagged lasso
3
votes
Accepted
Lasso and cross validation: model selection
Your statement near the end that you "know Lasso does not use p value" is a key thing. Since you have decided to go with Lasso and cross validation (good for you!) why would you go back to ...
- 128k
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Should interactions also be scaled in LASSO/Ridge, or just constituent covariates?
Scaling is the bugaboo of penalized regression. As exemplified in multiple examples here a Bayesian approach provides an intuitive way out by providing prior distributions for differences in ...
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1
vote
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How to eliminate variables from regression models due to collinearity and multicollinearity (linear, Poisson, and negative binomial)
I think that I should eliminate my variables because there are some high values of correlation (0.6 to 0.8) between the two variables in my model. I have read documents that this would affect the ...
- 102k
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