Timeline for Computing best subset of predictors for linear regression
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 7 at 20:38 | history | edited | User1865345 | CC BY-SA 4.0 |
deleted 7 characters in body
|
| Aug 27, 2010 at 9:29 | comment | added | Simon Byrne | The Glmnet software has a lasso'd Cox PH model: cran.r-project.org/web/packages/glmnet/index.html there is also a MATLAB version (not sure if it does a cox model though): www-stat.stanford.edu/~tibs/glmnet-matlab | |
| Aug 26, 2010 at 16:56 | comment | added | shabbychef | LARS is great, BTW. very cool stuff. not sure how I can jam it into the framework of Cox Proportional Hazards model, tho... | |
| Aug 25, 2010 at 23:23 | comment | added | shabbychef | stuck in matlab land, implementing it myself... | |
| Aug 25, 2010 at 20:07 | comment | added | chl | BTW, the penalized R package (j.mp/bdQ0Rp) includes l1/l2 penalized estimation for Generalized Linear and Cox models. | |
| Aug 25, 2010 at 18:37 | history | answered | Simon Byrne | CC BY-SA 2.5 |