Frank Harrell vanderbilt.edu> writes:
>
> Unlike L1 (lasso) regression or elastic net (mixture of L1 and L2), L2 norm
> regression (ridge regression) does not select variables. Selection of
> variables would not work properly, and it's unclear why you would want to
> omit "apparently" weak vari
Unlike L1 (lasso) regression or elastic net (mixture of L1 and L2), L2 norm
regression (ridge regression) does not select variables. Selection of
variables would not work properly, and it's unclear why you would want to
omit "apparently" weak variables anyway.
Frank
maths123 wrote
> I have a .txt
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