Interdependency Pattern Recognition in Econometrics: A Penalized Regularization Antidote

When it comes to variable interpretation, multicollinearity is among the biggest issues that must be surmounted, especially in this new era of Big Data Analytics. Since even moderate size multicollinearity can prevent proper interpretation, special diagnostics must be recommended and implemented for...

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Xehetasun bibliografikoak

Egile Nagusiak:	Kimon Ntotsis, Alex Karagrigoriou, Andreas Artemiou
Formatua:	Artigo
Hizkuntza:	Inglês
Argitaratua:	MDPI AG 2021-12-01
Saila:	Econometrics
Gaiak:	multicollinearity detection Elastic Net Regularization feature selection dimensionality reduction coefficient penalization
Sarrera elektronikoa:	https://www.mdpi.com/2225-1146/9/4/44
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