> Of all the dangerous ways of doing this and getting confusing results, > gl1ce in lasso2 should be the least risky.
Thanks Dieter. In case an exhaustive search (all subsets) remains infeasible, I'll include a shrinkage method for sure. Looks like glmpath could be useful here. Best, Harald ______________________________________________ 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.
