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Question Description
Given a linear model Y=β0∗+X∗⊤β∗+ε, ε∼N(0,σ∗2).
Run simulations for five methods:
LASSO (Tibshirani; 1996)
least angle regression LARS(Efron et al.; 2004) (Skip LARS for logistic models).
elastic net (Zou and Hastie; 2005)
SCAD (Fan and Li; 2001)
MCP (Zhang; 2010)
I only need to master part. I need the explain and R code or Matlab code or python’s code for the problem.
This is an easy one but I don’t have the time to run the simulations.
PLEASE BID only if you are sure that you will be able to do it.
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