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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Главные авторы:	Kimon Ntotsis, Alex Karagrigoriou, Andreas Artemiou
Формат:	Artigo
Язык:	Inglês
Опубликовано:	MDPI AG 2021-12-01
Серии:	Econometrics
Предметы:	multicollinearity detection Elastic Net Regularization feature selection dimensionality reduction coefficient penalization
Online-ссылка:	https://www.mdpi.com/2225-1146/9/4/44
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