Percentage of wrong sign for the estimated regression coefficient (scenario B).
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资源简介：
Data represent percentage of wrong sign of the estimated regression coefficients (β^) for n = 50, 110 and 500. The probability that a variable was not selected is given in parentheses. Ordinary least square estimation (OLS); Stepwise-backward variable selection with AIC (sAIC) and BIC (sBIC); Penalized estimation by using the Ridge method (Ridge), the least absolute shrinkage and selection operator (LASSO) and the elastic net L1-L2 (Enet 1), elastic net L2-L1 (Enet 2), elastic net L1+L2 (Enet 3).Percentage of wrong sign for the estimated regression coefficient (scenario B).
创建时间：
2015-12-03
