Comparison of Regularization Methods for Variable Selection in Highly Correlated Data
碩士 === 國立臺灣大學 === 統計碩士學位學程 === 107 === The regularization methods are capable of performing variable selection for collinear data. For example, elastic net has been proven to have a grouping effect to select all or none of a group of highly correlated variables. The objective of the study is to comp...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/5b3838 |