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2011 Jul 22
4
glmnet with binary logistic regression
Hi all,
I am using the glmnet R package to run LASSO with binary logistic
regression. I have over 290 samples with outcome data (0 for alive, 1 for
dead) and over 230 predictor variables. I currently using LASSO to reduce
the number of predictor variables.
I am using the cv.glmnet function to do 10-fold cross validation on a
sequence of lambda values which I let glmnet determine. I then take