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mylogit
2011 Feb 03
1
glmnet with binary predictors
Hi Everybody!
I must start with a declaration that I am a sparse user of R. I am
creating a credit scorecard using a dataset which has a variable
depicting actual credit history (good/bad) and 41 other variables of
yes/no type. The procedure I am asked to follow is to use a penalized
logistic procedure for variable selection. I have located the package
"glmnet" which gives the complete