Tagged Questions

2
votes
2answers
126 views

Using LASSO from lars (or glmnet) package in R for variable selection

Sorry if this question comes across a little basic. I am looking to use LASSO variable selection for a multiple linear regression model in R. I have 15 predictors, one of which is categorical(will ...
1
vote
1answer
81 views

'Forward Stagewise' option in LARS algorithm

Can anyone help me understand the forward stagewise part in the LARS algorithm? I was reading the R code and could not figure out what is ...
4
votes
1answer
211 views

Feature selection with k-fold cross-validated least angle regression

I am using the least angle regression (LARS) to extract the most important predictors ($x_1, x_2,...,x_p$) for my response variable ($y$). I have seven predictors ($x_1,x_2,...,x_7$) for each ...