Hello list,
I've been searching around trying to find whether somebody has written such
a package of least angle regression on generalized linear models, like what
Lasso2 package does. The extension to generalized linear models is briefly
discussed in the comment by D. Madigan and G. Ridgeway. Is
On Fri, 2006-08-18 at 11:17 -0400, Mike Wolfgang wrote:
Hello list,
I've been searching around trying to find whether somebody has written such
a package of least angle regression on generalized linear models, like what
Lasso2 package does. The extension to generalized linear models is
I believe `lars' does not currently fit glms. For that you'll probably need
to look at `glar', at:
http://www.insightful.com/Hesterberg/glars/default.asp
HTH,
Andy
From: Marc Schwartz
On Fri, 2006-08-18 at 11:17 -0400, Mike Wolfgang wrote:
Hello list,
I've been searching around
Andy,
Upon further review of the documentation for lars, you are correct.
Thanks for the pointer to the work by Tim et al.
Regards,
Marc
On Fri, 2006-08-18 at 12:48 -0400, Liaw, Andy wrote:
I believe `lars' does not currently fit glms. For that you'll probably need
to look at `glar', at:
