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Use this tag for any *on-topic* question that (a) involves `R` either as a critical part of the question or expected answer, & (b) is not *just* about how to use `R`.

4 votes
2 answers
2k views

Why do we omit the intercept when applying LASSO to categorical data?

I have a data set with 16 multi-level categorical predictors and one response variable, in order to fit LASSO to the data set on glmnet I transformed the categorical variables into dummy variables as …
Goldman Clarck's user avatar
1 vote
0 answers
629 views

Interpretation of the Group LASSO and LASSO coefficients when standardizing and not standard...

This post is related to another post I've made earlier, in order to not spam it with many additional questions I decided to make another post for the follow up questions that I had. Say I have two da …
Goldman Clarck's user avatar
3 votes
0 answers
459 views

Significance Test for Support Vector Machines [closed]

and if so how do we apply it in R? …
Goldman Clarck's user avatar
2 votes
0 answers
29 views

Some Confusions Regarding Variable Importance Extraction of Several Machine Learning Models

I'm trying to apply several machine learning algorithms in R using caret (decision trees, ensemble methods (bagging, boosting, random forests), logistic and penalized logistic regression models, svm and …
Goldman Clarck's user avatar
4 votes
1 answer
6k views

R: Importance of Categorical Variables in Random Forests [closed]

I'm applying a random forest algorithm, using the randomForest library in R, on a data set with 3 variables (gre, gpa, rank), one of the variables (rank) is categorical with 4 levels (1, 2, 3, 4), when … is: Is there a way to get the importance of each level of the rank predictor, the influence of each one of'em on the dependent variable, the significance of each or something similar to these three in R
Goldman Clarck's user avatar