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Regresi Kuadrat Terkecil Biasa (Ordinary Least Squares - OLS)×Regresi Lasso×
BidangEkonometrikaPembelajaran Mesin
KeluargaRegression modelMachine learning
Tahun asal20191996
PencetusWooldridge (textbook treatment); classical least squaresTibshirani, R.
TipeLinear regressionRegularized linear regression (L1 penalty)
Sumber perintisWooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗
Aliasordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuLASSO Regresyonu, lasso, L1-regularized regression, L1 regularization
Terkait54
RingkasanOrdinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).Lasso regression, introduced by Robert Tibshirani in 1996, is a linear regression method that adds an L1 penalty to the loss so that it shrinks coefficients and performs variable selection at the same time, producing a sparse model. By driving some coefficients exactly to zero it keeps only the predictors that matter.
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ScholarGateBandingkan metode: OLS Regression · Lasso Regression. Diakses 2026-06-17 dari https://scholargate.app/id/compare