[R] lars / lasso with glm

From: Bliese, Paul D LTC USAMH <paul.bliese_at_us.army.mil>
Date: Tue 31 May 2005 - 22:04:05 EST


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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