Tirthadeep
2008-Jan-02 04:48 UTC
[R] How to select a reasonable shrinkage coefficient in stepplr?
Dear R-users, I am using stepplr for L2 regularized logistic regression. Since number of attribute is too large i discarded interaction terms. Everything is fine but only problem i have faced that i cannot choose a good shrinkage coefficient (lambda). If CV is the best way to estimate, can you please elaborately tell me how to select lambda in stepplr using CV? Except CV is there any other procedure available? Thanks. -- View this message in context: http://www.nabble.com/How-to-select-a-reasonable-shrinkage-coefficient-in-stepplr--tp14573761p14573761.html Sent from the R help mailing list archive at Nabble.com.