1. Logistic regression with backward elimination
2. Penalised Lasso regression
1 DO NOT USE
2 WHAT DO YOU MEAN BY PENALIZED? LASSO IS PENALIZED?
FOR THE DETAILS SEE THE ATTACHED PAPER.
BEST WISHES DAVID BOOTH
Forgot another paper you should have a look at. Best wishes David Booth
In general, forward and backward procedures to select a model are no longer recommended. Lasso and related procedures are preferred (perhaps also Ridge and Elastic Net).
David Eugene Booth , penalized regression is just a general term for approaches like ridge regression, lasso regression, and elastic net regression.
@Sal, then what does PENALIZED PENALIZED LASSO mean? See my attached paper for a clear discription. Best wishes David Booth
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