Glmnet Logistic Variable Questions

Bert Gunter <gunter.berton <at> gene.com> writes:

If I understand you correctly, it sounds like you need to do some reading.

?lm and ?formula tell you how to specify linear models for glm or glmnet.
However, if you do not have sufficient statistical background, It probably
will be incomprehensible, in which case you should consult your local
statistician.

For glmnet, go to the linked references given in the Help file.There is no
such thing as AIC for these models, as they are penalized fits (with users
choosing the penalization tradeoff). Again, consult your local statistician

 Let me second Bert's concern, but in the meantime, if what you
want are *all two-way interactions among variables, you can follow
this example:

d <- data.frame(y=runif(100),x1=runif(100),x2=runif(100),x3=runif(100))
gg <- lm(y~(.)^2,data=d)
names(coef(gg))

[1] "(Intercept)" "x1"          "x2"          "x3"          "x1:x2"      
[6] "x1:x3"       "x2:x3"      


I have done the example with continuous variables and with lm() here,
but it should generalize easily to (1) a mixture of categorical and
continuous variables and (2) other R modeling functions