'Linear model: the impact of regularization on coefficient estimates and prediction
y ~ x1 + x2
y ~ (x1 + x2) + (x1 - x2)
Question: For the above two linear models, with regularization (such as Lasso and Ridge), are the coefficient estimates the same? how about the predictions (are they the same)?
Sources
This article follows the attribution requirements of Stack Overflow and is licensed under CC BY-SA 3.0.
Source: Stack Overflow
| Solution | Source |
|---|