we provide history of lasso, and see new ventures and talk about key concept of debiased lasso. Lasso provided a good fit through sparse regression but did not deliver standard errors. The debiased lasso delivers.
Primary Language | English |
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Subjects | Economics |
Journal Section | Articles |
Authors | |
Publication Date | September 3, 2021 |
Submission Date | February 12, 2021 |
Published in Issue | Year 2021 |