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New lasso simulation example #22

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cimentadaj opened this issue Sep 15, 2020 · 0 comments
Open

New lasso simulation example #22

cimentadaj opened this issue Sep 15, 2020 · 0 comments

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@cimentadaj
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The post at http://skranz.github.io//r/2020/09/14/LassoCausality.html?utm_source=feedburner&utm_medium=feed&utm_campaign=Feed%3A+skranz_R+%28Economics+and+R+%28R+Posts%29%29 shows a great example of a lasso application to causal inference. This can go either in the papers recommendation or a simulation exercise in the lasso chapter. You could simulate data based on a specific social science problem and show how post-selection lasso can help feature selection.

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