search for: glment

Hi All,  I am trying to run cv.glmnet(x,y,family="multinomial", nfolds =4) and I only have 8 observations and the number of features I have is 1000, so my x matrix is 8 by 1000 and when I run the following, I get this error, I am not sure what is causing this problem.  Error in predmat[which, , seq(nlami)] = preds :   number of items to replace is not a multiple of replacement length Can

Hi List, I have a little confused when to glmnet() vs cv.glmnet(). I know that, glmnet(): gives the fit cv.glment(): does the cv after the fit I just want to get the beta coefficients after the fit, that's it! But of all the glmnet examples I've seen, the beta coefficient is obtained ONLY AFTER cv.glmnet(). Why is that? Also, why is there so many more extra beta's after the fit? Thanks, Mike

If my aim is to select a good subset of parameters for my final logit model built using glm(). What is the best way to cross-validate the results so that they are reliable? Let's say that I have a large dataset of 1000's of observations. I split this data into two groups, one that I use for training and another for validation. First I use the training set to build a model, and the the