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Direct linkFinch, William Holmes; Hernandez Finch, Maria E. – AERA Online Paper Repository, 2017
High dimensional multivariate data, where the number of variables approaches or exceeds the sample size, is an increasingly common occurrence for social scientists. Several tools exist for dealing with such data in the context of univariate regression, including regularization methods such as Lasso, Elastic net, Ridge Regression, as well as the…
Descriptors: Multivariate Analysis, Regression (Statistics), Sampling, Sample Size
