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2007 May 18
0
Cross-validation for logistic regression with lasso2
Hello, I am trying to shrink the coefficients of a logistic regression for a sparse dataset, I am using the lasso (lasso2) and I am trying to determine the shrinkinage factor by cross-validation. I would like please some of the experts here to tell me whether i'm doing it correctly or not. Below is my dataset and the functions I use w= a b c d e P A 0 0 0 0 0 1 879 1 0 0 0 0 1 3 0 1 0 0 0 7 7 0 0 1 0 0 230 2 0 0 0 1 0 450 7 0 0 0 0 1 4 #The GLM output sho...