Hi Frank, >> I believe that glmnet scales variables by their standard deviations. >> This would not be appropriate for categorical predictors.
That's an excellent point, which many are likely to forget (including me) since one is using a model matrix. The default argument is to standardize inputs, but there is an option to turn it off. (One could then standardize continuous inputs on different scales oneself.) Regards, Mark. -- View this message in context: http://r.789695.n4.nabble.com/Preparing-dataset-for-glmnet-factors-to-dummies-tp3250791p3253538.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
