I have a response variable with four categories, I meant to make the first to be a reference category. I analyzed the category using Lasso in R (glmnet package). The lasso uses a more symmetric approach rather than the traditional K-1 parameterization. So at the Output will show the lasso coefficient for all four categories of my response. I wanted my Lasso analysis to show only three categories, as I mentioned earlier, I want to use the first category as reference.
This is my code for finding the coefficient of Multinomial Logistic Regression using lasso:
library(glmnet) cvfit = cv.glmnet(X,Y,type.measure="class",alpha=1,family="multinomial") coef(cvfit, s = "lambda.min")
My question is, how can I modify my code so that the coefficient present the K-1 parameterization as the common Multinomial Logistic Regression mode?
Any help would be appreciated. I'll be even more thank full if you add the code.