Quantcast
Channel: The Stata Blog - Latest Comments
Viewing all articles
Browse latest Browse all 1125

Re: An introduction to the lasso in Stata

$
0
0

This is super clear. But one thing you do not explain is why you would prefer the post selection estimates to predict. Might you expand on when one should use the postselection estimates for this purpose, and when one should not?


Viewing all articles
Browse latest Browse all 1125

Trending Articles