Hello,
I would like to do the OLS after variables selection by LASSO. Lasso selected about 70 variables. How could I keep these variables, drop other unselected variables, so that I could do the following step?
Thank you very much!
Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.
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