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by miked
Tue Jul 14, 2020 3:56 am
Forum: Estimation
Topic: LASSO, Ridge & Elastic Net...
Replies: 3
Views: 10677

LASSO, Ridge & Elastic Net...

Please can I ask two small questions regarding the use of LASSO, Ridge and Elastic Net options that you've added recently? Firstly, is it possible to restrict the sum of the coefficients to equal some value (say, 1)? (If I try the approach usually used in OLS - e.g. setting y=c(1)+c(2)*x1+(1-c(2))*x...

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