Tag: lasso

The goal of this study is to examine parameter estimation for penalised regression and penalised logistic regression on high-dimensional data using the lasso, elastic net, adaptive lasso, and adaptive elastic net methods. In two linked variables consisting of dependent and independent variables, parameter estimation of the multiple linear regression...

As a result of exiting high-dimensional ill-posed results, more attention has been provided to regularisation methods in the last two decades. To obtain more meaningful predictors, a smaller subset of large numbers of predictors is required. A new way of incorporating the penalised concept in regularised regression is proposed...