Friday, July 12, 2019

LASSO, RIDGE (CV and AIC), OLS and OLS POST LASSO and R:CODE (Complete Guide

https://www.linkedin.com/feed/update/urn:li:activity:6554745141289156608LASSO, RIDGE (CV and AIC), OLS and OLS POST LASSO and R:CODE (Complete Guide):


LASSO, RIDGE (CV and AIC), OLS and OLS POST LASSO and R:CODE (Complete Guide):https://lnkd.in/fT9hxVR 
- R:CODE: Importing macro data from fred and implementing OLS, RIDGE, LASSO and OLS POST LASSO. (Real GDP as Y and 11 macro factors as Independent variables). 
- Detailed explanation of Ridge and Lasso Regression.
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