7 Lasso

Readings

Intro to Statistical Learning 6.1, 6.2

PDS Lasso reading: Using Post-Double Selection Lasso in Field Experiments by Jacobus Cilliers, Nour Elashmawy, and David McKenzie

Lecture

Slides from Lecture 7

Lab

The lab is avaiable in R and Python.

Optional Extra Lab

This is a totally optional lab that introduces R and Python tools for regularized regression.