LASSO Regression in Consumer Price Index Malaysia

This study is aimed to determine the factors contributing to the prediction of the total Consumer Price Index (CPI) in Malaysia through model selection using LASSO regression. The outliers are identified using the leverage values and studentized deleted residuals while the multicollinearity variable...

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Bibliographic Details
Main Authors: Pillaya, Khuneswari Gopal, Ravieb, Tivya, Mohd Padzil, Siti Aisyah
Format: Conference or Workshop Item
Language:English
Published: 2021
Subjects:
Online Access:http://eprints.uthm.edu.my/2614/1/P12644_ff55d04e6fb954e2601fc15518ebb96f.pdf