Re: [R] apply least angle regression to generalized linear models

From: Wensui Liu <liuwensui_at_gmail.com>
Date: Sat 19 Aug 2006 - 02:55:16 EST

Any is right.

I don't think current version of lars can be implemented in generalized LM.

On 8/18/06, Liaw, Andy <andy_liaw@merck.com> wrote:
> 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 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
> > > such a package available? Thanks,
> > >
> > > Mike
> >
> > See the aptly named 'lars' package on CRAN and the attendant
> > paper here:
> >
> > http://www-stat.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf
> >
> > You might also want to review Professor Hastie's presentation at useR!
> > 2006 this past spring:
> >
> > http://www.r-project.org/useR-2006/Slides/Hastie.pdf
> >
> > HTH,
> >
> > Marc Schwartz
> >
> > ______________________________________________
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> > and provide commented, minimal, self-contained, reproducible code.
> >
> >
>
> ______________________________________________
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>

-- 
WenSui Liu
(http://spaces.msn.com/statcompute/blog)
Senior Decision Support Analyst
Health Policy and Clinical Effectiveness
Cincinnati Children Hospital Medical Center

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Received on Sat Aug 19 04:13:18 2006

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