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$\begingroup$ Thank you very much for the answer. I am surprised that a "popular" variable selection algorythm doesnt have some more consensual rules. Ive readed a lot on the subject, and genereally, this is one sencence, or couple of lines. I didnt found any paper for a step by step stepwise analysis. I have successfully performed my variable selection with stepwise analysus, and now i will look deeper into the lasso algorythm ;) Thanks a lot! $\endgroup$

Logand
– Logand

2020-01-27 20:14:21 +00:00
Commented Jan 27, 2020 at 20:14

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