Timeline for Interpreting the lasso coefficients
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Feb 17, 2014 at 18:11 | answer | added | Scratch | timeline score: 3 | |
| Feb 17, 2014 at 15:18 | comment | added | BGreene | Well the size of the coefficient is indicator of effect size - the coefficient is equivalent to the log of the odds ratio. So you can rank by coefficient size. | |
| Feb 17, 2014 at 14:36 | comment | added | user34790 | @BGreene. But how do I rank the coefficients? | |
| Feb 17, 2014 at 14:28 | comment | added | BGreene | To my knowledge you can interpret the coefficients generated through a lasso procedure the same as you would those generated through a standard logistic regression. | |
| Feb 17, 2014 at 14:14 | history | asked | user34790 | CC BY-SA 3.0 |