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ApEc 8212 Econometric Analysis II – Lecture #3 Review of Linear Models and OLS Estimation (Wooldridge, Chapter 4) This lecture will review much of the material you had…

Documents On L1q Regularized Regression Authors: Han Liu and Jian Zhang Presented by Jun Liu.

Slide 1 On L1q Regularized Regression Authors: Han Liu and Jian Zhang Presented by Jun Liu Slide 2 Problem (1) Slide 3 Problem (2) The number of groups is much larger than…