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 ...
I don't know how many steps are necessary for lars() to select the variables till the algorithm proceeds to the saturated fit (especially using the ...
I am trying to comprehend the proof of the Least Angle Regression algorithm and I am stuck at certain points. I would appreciate any help that I can get. Let me set the stage: I am following the ...
I am looking for a Least Angle Regression (LAR) packages in R or MATLAB which can be used for classification problems. The only package that I currently know which fits this description is glmpath. ...