Search for tag: "shrinkage methods"
STAT425: Shrinkage Methods (2 of 2)In this video we discuss Ridge Regression and Lasso Regression. These two methods are also called penalized regression methods. They are useful when just a subset of the regression coefficients is…
From Lelys Bravo De Guenni
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STAT425: Shrinkage Methods (1 of 2)In this video we talk about Principal Components Regression. This method is useful to reduce the dimensionality of the predictors space and when the high number of predictors can cause collinearity…
From Lelys Bravo De Guenni
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