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shrinkage
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 show...