[Application of LASSO and its extended method in variable selection of regression analysis].
Zhonghua Yu Fang Yi Xue Za Zhi
; 57(1): 107-111, 2023 Jan 06.
Article
en Zh
| MEDLINE
| ID: mdl-36655266
ABSTRACT
Multicollinearity is an important issue affecting the results of regression analysis. LASSO developed in recent years has great advantages in selecting explanatory variables, processing high-dimensional data, and solving multicollinearity problems. This method adds a penalty term to the model estimation, which can compress the regression coefficients of some unnecessary variables to zero and then remove them from the model to achieve the purpose of variable screening. This paper focuses on the LASSO method and compares it with optimal subsets, ridge regression, adaptive LASSO, and elastic net results. It is found that both LASSO and adaptive LASSO have good performance in solving independent variable multicollinearity problems and enhancing model interpretation and prediction accuracy.
Texto completo:
1
Colección:
01-internacional
Base de datos:
MEDLINE
Asunto principal:
Análisis de Regresión
Tipo de estudio:
Diagnostic_studies
/
Prognostic_studies
Límite:
Humans
Idioma:
Zh
Revista:
Zhonghua Yu Fang Yi Xue Za Zhi
Año:
2023
Tipo del documento:
Article
País de afiliación:
China