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S2E25: Options for Small Samples

Quantitude

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Using Las Sou Lasso in Multiple Regression Models

Using different estimatosl squares, things i think are worth exploring. Methods like lasso and retrogression and elastic net kinds of things,. There 're penalties that you can put on. So one option can be to really just craft your estimation so that it is upweighting things that appear to be productive in a model. And allow the predictors that are really doing the work to shine in there. The regularization offer some really interesting insights into i'm more of a let's go out back and fix it. Some student nor programm now are doing some really interesting work on regularization and adaptive regularization.

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