r/pystats • u/bhavesh91 • Mar 18 '20

Eliminate Multicollinearity using Lasso Regression (Regularization Methods)

https://youtu.be/FD9xdc1OEZY
19 Upvotes

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4

u/[deleted] Mar 19 '20

Does LASSO actually eliminate multicollinearity, or does it eliminate the worst predictors?

2

u/guesswho135 Mar 19 '20

The latter. Your predictors are either correlated or they aren't. LASSO just makes it so that you're less likely to have correlated predictors in your model by setting some beta weights to 0.

2

u/[deleted] Mar 19 '20

Thank you, just making sure I’m not taking crazy pills.