Hi, Is there an R implementation of least angle regression for binary response modeling? I know that this question has been asked before, and I am also aware of the "lasso2" package, but that only implements an L1 penalty, i.e. the Lasso approach. Madigan and Ridgeway in their discussion of Efron et al (2004) describe a LARS-type algorithm for generalized linear models. Has anyone implemented this in R? Thanks for any help. Best, Ravi ---------------------------------------------------------------------------- ------- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: rvaradhan@jhmi.edu Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html ---------------------------------------------------------------------------- -------- [[alternative HTML version deleted]]
On Fri, 2006-09-15 at 18:49 -0400, Ravi Varadhan wrote:> Hi,> Is there an R implementation of least angle regression for binary response > modeling? I know that this question has been asked before, and I am also > aware of the "lasso2" package, but that only implements an L1 penalty, i.e. > the Lasso approach.> Madigan and Ridgeway in their discussion of Efron et al (2004) describe a > LARS-type algorithm for generalized linear models. Has anyone implemented > this in R?> Thanks for any help.> Best, > > RaviThis just came up last month. See this post: https://stat.ethz.ch/pipermail/r-help/2006-August/111352.html HTH, Marc Schwartz
Check out Park & Hastie's glmpath package. They have a really clever analysis and implementation of a generalized least angle regression. Greg>On Fri, 2006-09-15 at 18:49 -0400, Ravi Varadhan wrote: > > Is there an R implementation of least angle regression for binaryresponse> > modeling? I know that this question has been asked before, and I amalso> > aware of the "lasso2" package, but that only implements an L1penalty, i.e.> > the Lasso approach. > > > Madigan and Ridgeway in their discussion of Efron et al (2004)describe a> > LARS-type algorithm for generalized linear models. Has anyoneimplemented> > this in R?-------------------- This email message is for the sole use of the intended recip...{{dropped}}