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lars / lasso with glm

3 messages · Bliese, Paul D LTC USAMH, Thomas Lumley, Wensui Liu

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On Tue, 31 May 2005, Bliese, Paul D LTC USAMH wrote:

            
I think the problem is that the nice efficient algorithm for lars doesn't 
work with generalized linear models because the weights depend on the 
fitted means.

 	-thomas
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please check the library lasso2.
On 5/31/05, Bliese, Paul D LTC USAMH <paul.bliese at us.army.mil> wrote: