Regularized regression

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Ronny Gunnarsson

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Regularized regression

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Spetwise regression has a high risk of overfitting your model to your unique observations. Regularization techniques solves this problem by penalizing complex models. They are now considered superior to stepwise regression . Of these models Elastic net is perhaps the best one and it can be performed in R, STATA and SPSS (the more modern versions of SPSS).

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