- Thread starter noetsi
- Start date

LASSO reduces some terms to zero so I guess those variables drop out if you use the LASSO results.

I didnt have time to go through the CHOOSE options, but this video seem fairly informative:

https://www.coursera.org/lecture/ma...sis/testing-a-lasso-regression-with-sas-ntKNE

I also saw that SAS seems to be catching up, they have a macro for group LASSO and incorporation of spline terms and a method for Baysian LASSO.

https://www.coursera.org/lecture/ma...sis/testing-a-lasso-regression-with-sas-ntKNE

I also saw that SAS seems to be catching up, they have a macro for group LASSO and incorporation of spline terms and a method for Baysian LASSO.

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