An empirical comparison between PLS, LASSO, Elasticnet and other models for highly correlated data
Résumé
We compare seven regression techniques to solve the question of muticollinearity in multiple regression: PCR, PLS regression, with Ridge, Lasso, Lars, Adaptive Lasso and Elasticnet. An application on real data providing from the Lebanese national center for scientific research CNRSL(Centre National de la Recherche Scientifique Liban) on the area of fire in Lebanon forests in 2005 will be made. The comparison of these techniques is discussed along with some of their advantages and disadvantages.
Origine | Fichiers produits par l'(les) auteur(s) |
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