Standardization of continuous and categorical covariates in sparse penalized regressions
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DOI: 10.1177/09622802221129042
Abstract: In sparse penalized regressions, candidate covariates of different units need to be standardized beforehand so that the coefficient sizes are directly comparable and reflect their relative impacts, which leads to fairer variable selection. However, when… read more here.
Keywords: covariates sparse; standardization continuous; sparse penalized; categorical covariates ... See more keywords