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Regularized Regression Analysis, Ridge, Lasso, Elastic Net Coefficients

  • Ton J. Cleophas,
  • Aeilko H. Zwinderman

摘要

IBM (International Business Machines) has published in the 2024 version of its SPSS statistical software an important novel menu for multiple variables regressions entitled regularized regressions. It is a musthave for identifying unidentified leading factors. Also, you get fitted parameters for your overfitted data. Finally, there is no more need for commonly misunderstood p-values.