Lasso Regression error
On May 4, 2013, at 6:09 AM, Preetam Pal wrote:
Hi all,
I have a data set containing variables LOSS, GDP, HPI and UE.
(I have attached it in case it is required).
Having renamed the variables as l,g,h and u, I wish to run a Lasso
Regression with l as the dependent variable and all the other 3 as the
independent variables.
data=read.table("data.txt", header=T)
l=data$LOSS
h=data$HPI
u=data$UE
g=data$GDP
matrix=data.frame(l,g,h,u)
lasso=lars(matrix,l)
But R is throwing an error (shown below) at this:
Error in rep(1, n) : invalid 'times' argument
I get a different error using package:lars version 1.1 but the problem is likely that same. You created an object named `matrix` which is not a matrix. You apparently expected `lars` to recognize your intent. It didn't. (You also included your response variable in your set of predictors. `lars` will run this without error, but treats it like a tautology. ) Try offering the types of R objects that `lars` is documented to accept.
Can you kindly suggest where I went wrong? [Just wanted to mention that I am getting the same error when instead of the matrix of predictor variables, I am using only a single variable, say, g : lasso=lars(g,l)] Appreciate any help. Thanks, Preetam -- Preetam Pal (+91)-9432212774 M-Stat 2nd Year, Room No. N-114 Statistics Division, C.V.Raman Hall Indian Statistical Institute, B.H.O.S. Kolkata. <data.txt>
David Winsemius Alameda, CA, USA