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SAS Visual Data Mining and Machine Learning

Introducing the LASSO and Elastic Net Selection Methods in the REGSELECT Procedure

Yingwei Wang introduces the LASSO and elastic net selection methods in the REGSELECT procedure. He starts with discussing the variable selection methods. Then follows with several examples to show how to perform variable selection in PROC REGSELECT.

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Introducing the LASSO and Elastic Net Selection Methods in the REGSELECT Procedure
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