Iassopack: Model Selection and Prediction with Regularized Regression in Stata
Year of publication: |
2019
|
---|---|
Authors: | Ahrens, Achim ; Hansen, Christian B. ; Schaffer, Mark E |
Publisher: |
Bonn : Institute of Labor Economics (IZA) |
Subject: | lasso2 | cvlasso | rlasso | lasso | elastic net | square-root lasso | cross-validation |
Series: | IZA Discussion Papers ; 12081 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1049404661 [GVK] hdl:10419/193375 [Handle] RePEc:iza:izadps:dp12081 [RePEc] |
Classification: | C53 - Forecasting and Other Model Applications ; c55 ; C87 - Econometric Software |
Source: |
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