Study on the performance of Robust LASSO in determining important variables data with outliers

A variable selection method is required to deal with regression models with many variables, and LASSO has been the most widely used methodology.  However, as several authors have noted, LASSO is sensitive to outliers in the data.  For this reason, the Robust-LASSO approach was introduced by applying...

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Bibliographic Details
Main Authors: ROCHYATI ROCHYATI, KUSMAN SADIK, BAGUS SARTONO, EVITA PURNANINGRUM
Format: Article
Language:English
Published: Universitas Syiah Kuala, Faculty of Mathematics and Natural Science 2023-03-01
Series:Jurnal Natural
Subjects:
Online Access:https://jurnal.usk.ac.id/natural/article/view/26279