Displaying 2 results from an estimated 2 matches for "predict_matrix".
2013 Jul 06
1
problem with BootCV for coxph in pec after feature selection with glmnet (lasso)
...values are missing in newdata!?
Here are the relevant sections of the code:
trainSet <- na.omit (dataset)
#creat Y (survival matrix) for glmnet
surv_obj <- Surv(trainSet$time,trainSet$status)
## tranform categorical variables into binary variables with dummy for
trainSet
predict_matrix <- model.matrix(~ ., data=trainSet,
contrasts.arg = lapply
(trainSet[,sapply(trainSet, is.factor)], contrasts, contrasts=FALSE))
## remove the statu/time variables from the predictor matrix (x) for glmnet
predict_matrix <- subset (predict_matrix, sele...
2013 Sep 13
1
Creating dummy vars with contrasts - why does the returned identity matrix contain all levels (and not n-1 levels) ?
Hello,
I have a problem with creating an identity matrix for glmnet by using the
contrasts function.
I have a factor with 4 levels.
When I create dummy variables I think there should be n-1 variables (in this
case 3) - so that the contrasts would be against the baseline level.
This is also what is written in the help file for 'contrasts'.
The problem is that the function