> From: Thomas Lumley > > 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
Jerry Friedman's PathSeeker is similar to LAR, and can do (2-class) classification, using a different loss function. See his web site for tech report and software. Andy ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
