Hello
I'm trying to use LARS on a glm:
log.1 = glm(Train.Data$TL~(.),Train.Data,family = binomial)
LARS.1 = lars(model.matrix(log.1),Train.Data$TL,type = "lar",max.steps =
ncol(model.matrix(log.1))-1)
self.fit =
predict.lars(LARS.1,model.matrix(log.1),type="fit",mode="step")$fit
summary(self.fit)
just even with a self fit, I get values not exactly between 0 and 1 (max is
always 1, but the minimal is around -.007 for most of the 58 steps of the
LARS)
how can I fix it so that the LARS predicts values between 0 and 1 ?
thanks
eitan
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