A Comparison between Lasso Significance Test and Forward Stepwise Selection Method
碩士 === 國立政治大學 === 統計研究所 === 102 === Variable selection of a regression model is an essential topic. In 1996, Tibshirani proposed a method called Lasso (Least Absolute Shrinkage and Selection Operator), which completes the matter of selecting variable set while estimating the parameters. However, the...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/48208884147607125727 |