CAS Exam MAS-I Spring 2019, Question 37
Study guide: Exam MAS-I
You want to perform a regression of Y onto predictors X_1, X_2, \ldots, X_p, using a large number of observations, and are considering the following modelling techniques:
- Lasso Regression
- Partial Least Squares
- Principal Component Analysis
- Ridge Regression
Determine how many of the above modelling procedures perform variable selection.
- A) 0
- B) 1
- C) 2
- D) 3
- E) 4
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