This article draws on Mathematical Modeling Teacher Qingfeng's courseware and ideas, you can click the link to view Teacher Qingfeng's video explanation: Qingfeng Mathematical Modeling: https://www.bilibili.com/video/BV1DW411s7wi

Preface

First, the application of lasso regression

Because there is a bug in ridge regression in Stata, there is no ridge regression, only lasso regression is demonstrated.Consider using ridge regression in spsspro.

1.1 Case Background

Lasso regression requires that the dimensions of variables must be uniform, and non-uniformity must be standardized.

1.2 Stata implements Lasso regression

The seed(520) is a random numberSeeds are the same as machine learning, because K-fold cross-validation is used here, and the data each time is random, so that the results can be fixed.

You can try several random number seeds here, and choose the one with the smallest MSPE.

1.3 Analysis of Lasso Regression Results

Second, Lasso regression summary