Question: After applying LASSO regularization to select a linear regression model, Which of the following is correct (only one answer)? It is recommended to use the
After applying LASSO regularization to select a linear regression model,
Which of the following is correct (only one answer)?
- It is recommended to use the Ordinary Least Squares (OLS) method to estimate the regression coefficients for the model with the selected predictors.
- It is recommended to make predictions using the model with the estimated regression coefficients obtained from LASSO and not from the Ordinary Least Squares (OLS) method.
- The estimated regression coefficients from Lasso are more efficient than those provided by the Ordinary Least Squares (OLS) method.
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