Hi all,
I have a data set containing variables LOSS, GDP, HPI and UE.
(I have attached it in case it is required).
Having renamed the variables as l,g,h and u, I wish to run a Lasso
Regression with l as the dependent variable and all the other 3 as the
independent variables.
data=read.table("data.txt", header=T)
l=data$LOSS
h=data$HPI
u=data$UE
g=data$GDP
matrix=data.frame(l,g,h,u)
lasso=lars(matrix,l)
But R is throwing an error (shown below) at this:
Error in rep(1, n) : invalid 'times' argument
Can you kindly suggest where I went wrong?
[Just wanted to mention that I am getting the same error when instead of
the matrix of predictor variables, I am using only a single variable, say,
g : lasso=lars(g,l)]
Appreciate any help.
Thanks,
Preetam
--
Preetam Pal
(+91)-9432212774
M-Stat 2nd Year, Room No. N-114
Statistics Division, C.V.Raman
Hall
Indian Statistical Institute, B.H.O.S.
Kolkata.
Time LOSS HPI GDP UE
12/31/2007 0.015415228 636.1200000 1009642.0000 4.700000000
3/31/2008 0.019658948 639.5000000 1026274.0263 4.700000000
6/30/2008 0.018117609 628.8700000 1025106.4643 5.000000000
9/30/2008 0.016485332 613.7100000 1015979.4019 5.500000000
12/31/2008 0.016916510 607.7400000 987442.00000 6.300000000
3/31/2009 0.018278273 614.5200000 960015.76986 7.500000000
6/30/2009 0.017538295 602.5100000 950120.43148 8.300000000
9/30/2009 0.015227553 588.6100000 954884.72533 8.700000000
12/31/2009 0.015072857 559.7242622 906007.98097 8.764291953
3/31/2010 0.014273862 555.4567968 907017.35752 8.787717985
6/30/2010 0.011576847 509.7149441 812018.56940 8.666473433
9/30/2010 0.009446999 516.8190575 820322.06572 8.432603577
12/31/2010 0.009395241 512.3891743 825190.66157 8.329473700
3/31/2011 0.008447415 503.5479191 844360.87717 8.064076793
6/30/2011 0.006644175 470.4847206 641167.88195 8.295522051
9/30/2011 0.005096770 472.5451205 642125.56548 8.225821087
12/31/2011 0.006574772 476.6826107 643891.13735 7.919498716
3/31/2012 0.006658841 470.3882067 661123.50413 7.794685722
6/30/2012 0.006045554 473.5204989 700309.99021 7.949811968
9/30/2012 0.005367697 486.1438646 705789.73419 8.455191725
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