S5E09 Regularized Variable Selection Methods
- Author
- Greg Hancock & Patrick Curran
- Published
- Tue 28 Nov 2023
- Episode Link
- https://quantitudepod.org/
In today’s episode Greg and Patrick talk about regularization, which includes ridge, LASSO, and elastic net procedures for variable selection within the general linear model and beyond. Along the way they also mention Bowdlerizing, The Family Shakespeare, disturbance in the force, McNeish on his bike, Spandex, C’mon guys wait up, the altar of unbiasedness, Curranizing, shooting arrows, stepwise goat rodeo, volume knobs, Hancockizing, always angry, getting slapped, betting a chicken, mission from God, hypothetico-deductive porpoising, and letting go of truth (which you can’t handle anyway).
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