Manickavasagar Kayanan on Muck Rack

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Stochastic Restricted LASSO-Type Estimator in the Linear Regression Model

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By Manickavasagar Kayanan, Pushpakanthie Wijekoon
| hindawi.com
Among several variable selection methods, LASSO is the most desirable estimation procedure for handling regularization and variable selection simultaneously in the high-dimensional linear regression models when multicollinearity exists among the predictor variables. Since LASSO is unstable under high multicollinearity, the elastic-net (Enet) estimator has been used to overcome this issue.
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