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glba
2007 May 18
0
Cross-validation for logistic regression with lasso2
...11.524 1.227 9.392 < 2e-16 ***
d 10.942 1.071 10.220 < 2e-16 ***
e 3.688 1.124 3.282 0.001031 **
#so I wrote this below using the lasso2 package to determine the best
shrinkage factor using the gcv cross-validation:
for (i in seq(1,40,1)) {
glmba=gl1ce(resp~a+b+c+d+e, data = w, family = binomial(),bound=i)
ecco=round(gcv(glmba,type="Tibshirani",gen.inverse.diag =1e11),digits=3)
print(ecco)
}
#and it gives me 21 with the lowest gcv.
#then I determine the shrunken coefficients:
>gl1ce( resp ~ a + b + c + d + e, data = w, family...