Wrong list. This list is about R programming not statistics. Try stats.stackexchange.com for statistics questions.
However, I will make a suggestion: Find local statistical experts with whom to consult. Your understanding appears to fall short of the necessary background to use such complex statistical procedures reliably. I am not confident that online lists will suffice. Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Sat, Nov 5, 2016 at 11:37 AM, Constantine Frangakis <cfran...@jhu.edu> wrote: > I would appreciate any comments to the following question. > I am trying to build a model for survival based on 155 patients and 70 > covariates using lasso. Lasso picks, three variables only, say X1,X2,X3, and > omits the others. I wanted to check why a particular (clinically important) > variable, say X4, is omitted by lasso. One of the things I did was I ran > lasso on X1,X2,X3 and X4 only. The results (coefs) I get are different from > running all 70 variables, and in fact now X4 is not omitted. > Why is that ? should it not be that the global (among all 70 variables) > optimum, which is X1,X2,X3 and not X4, be also the local (among the four > only) optimum ? > Thank you for your consideration > > > Constantine Frangakis, PhD > Professor > Departments of Biostatistics > Psychiatry, and Radiology > Johns Hopkins University > > > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
