Modelos Empiricos de Pos-Dupla Selecao por LASSO: Discussoes para Estudos do Transporte Aereo
Lasso 后双重选择的实证模型:航空运输研究讨论
This paper presents and discusses forms of estimation by regularized regression and model selection using the LASSO method - Least Absolute Shrinkage and Selection Operator. LASSO is recognized as one of the main supervised learning methods applied to high-dimensional econometrics, allowing work with large volumes of data and multiple correlated controls. Conceptual issues related to the consequences of high dimensionality in modern econometrics and the principle of…