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~institution:"Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)"
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
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Comparing variable selection techniques for linear regression:
LASSO
and Autometrics.
Epprecht, Camila
;
Guegan, Dominique
;
Veiga, Álvaro
-
Centre d'Économie de la Sorbonne, Université Paris 1 …
-
2013
(automatic general-to-specific selection) and
LASSO
(?1-norm regularization). In a simulation study, we show the performance of …
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