The Frisch-Waugh-Lovell theorem for the Lasso and the ridge regression (Q4595876)
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scientific article; zbMATH DE number 6816096
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| English | The Frisch-Waugh-Lovell theorem for the Lasso and the ridge regression |
scientific article; zbMATH DE number 6816096 |
Statements
The Frisch–Waugh–Lovell theorem for the lasso and the ridge regression (English)
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6 December 2017
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\(\ell_1\) trend filtering
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FWL theorem
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Lasso regression
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linear mixed model
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penalized least-squares regression
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ridge regression
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0.7716638445854187
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0.7634127736091614
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0.7138583660125732
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0.7079961895942688
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0.6908866167068481
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