lars / lasso with glm
please check the library lasso2.
On 5/31/05, Bliese, Paul D LTC USAMH <paul.bliese at us.army.mil> wrote:
We have been using Least Angle Regression (lars) to help identify
predictors in models where the outcome is continuous. To do so we have
been relying on the lars package. Theoretically, it should be possible
to use the lars procedure within a general linear model (glm) framework
- we are particular interested in a logistic regression model. Does
anyone have examples of using lars with logistic regression?
Thanks,
PB
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