stepSplitReg (Q88211)
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Stepwise Split Regularized Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | stepSplitReg |
Stepwise Split Regularized Regression |
Statements
expanded from: GPL (≥ 2) (English)
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30 March 2025
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Functions to perform stepwise split regularized regression. The approach first uses a stepwise algorithm to split the variables into the models with a goodness of fit criterion, and then regularization is applied to each model. The weights of the models in the ensemble are determined based on a criterion selected by the user.
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