On May 4, 2013, at 10:26 PM, Preetam Pal wrote:
> Thanks David for the paper, I understand the theory.
>
> But my question is about R only: the vector of coefficients that R outputs in
> lars(), does it apply against the original variable y or against (y-y_bar). I
> have put in intercept=T as
Thanks David for the paper, I understand the theory.
But my question is about R only: the vector of coefficients that R outputs
in lars(), does it apply against the original variable y or against
(y-y_bar). I have put in intercept=T as well in my lars() model.
I need this information to calculate
Hi,
I rectified my error (thanks David for pointing it out)
Now I have been able to run the code:
data=read.table("data.txt", header=T)
> l=data$LOSS
> h=data$HPI
> u=data$UE
> g=data$GDP
>
> matrix=cbind(g,h,u)
> lasso=lars(matrix,l)
>
The final set of coefficients for the regression is the last
On May 4, 2013, at 6:09 AM, Preetam Pal wrote:
> 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 th
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("dat
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