On Tue, 31 May 2005, Bliese, Paul D LTC USAMH wrote:
We have been using Least Angle Regression (lars) to help identify
predictors in models where the outcome is continuous. To do so we have
been relying on the lars package. Theoretically, it should be possible
to use the lars procedure within a general linear model (glm) framework
- we are particular interested in a logistic regression model. Does
anyone have examples of using lars with logistic regression?
I think the problem is that the nice efficient algorithm for lars doesn't
work with generalized linear models because the weights depend on the
fitted means.
-thomas
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