Search found 1 match
- 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...
