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I am learning the Ridge Regression. And I found that Ridge Regression is better than LASSO to analyze multicollinear? I wonder the reason?

Richard Hardy
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Claudia_ECON
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  • Perhaps Section 3.4.3 (p. 69) of Hastie et al. ["Elements of Statistical Learning"](https://web.stanford.edu/~hastie/Papers/ESLII.pdf) (2nd ed., 2009) could be helpful. – Richard Hardy Apr 11 '20 at 16:32
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    i believe it's impossible that no one has never asked this question before – carlo Apr 11 '20 at 16:35
  • Funny that it is the opposite that has been asked before. Being better or not is subjective. Whichever is better depends on the situation/perspective. – Sextus Empiricus Apr 11 '20 at 19:06

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