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noctis
2012 Nov 26
0
ncvreg question
...othly Clipped
Asolute Deviation (SCAD) Penalty according to "Variable Selection via
Nonconcave Penalized Likelihood and its Oracle Properties, J.Fan and R. Li,
JASA, Dec 2001". I found an R package named *"ncvreg*" which is capable
to perform this variable selection procedure. I noctice, in
function*ncvreg(x, y),
* an intercept is automatically added to the model fitting step. I wonder,
is there anyway to remove the intercept, something similar to
*"lars()"*where you can specify the option and let
*"intercept=FALSE".* Or, does intercept has to be included for...