search for: sda_lin

Hi, List The elastic net package (by Hastie and Zou at Stanford) is used to do regularization and variable selection, it can also do regression. I am wondering if it can perform binary classification (discrete outcome). Anybody having similar experience? Many thanks, -Jack [[alternative HTML version deleted]]

...better option might be this: Trevor Hastie and a student of his have recently put out a paper that does a step-up from penalized discriminant analysis based, I think, on Trevor's sparse principal component analysis method (in his elasticnet package). http://www-stat.stanford.edu/~hastie/Papers/sda_line.pdf You can get R-code to do the analysis on the first author's website; there's a link in the paper. Bye, Mark. gcam032 wrote: > > Thanks Mark, > > I failed to mention that i'm working within a compositional framework. I > didn't want to confuse things. My d...