Re: [R] Question about the lars package

Thanks a lot for the reply. 1. How I compare the lars v.s. lm Your understand is correct. 2. Answer to my question. I guess in each step of lars, the coeff are not the same as the lm function returns using the same "model", because the coeff of lars are the "accumulated steps" towards the s

Re: [R] Question about the lars package

Hi, On Jul 22, 2009, at 6:18 PM, lulu9797 wrote: The returned values of lars function include R squares along the variable selection path. Correct. However, such values are always slightly different from the R squares returned by the regression function lm using the same models. Anyone

[R] Question about the lars package

Hello, I have a question about lars package, probably basic. The returned values of lars function include R squares along the variable selection path. However, such values are always slightly different from the R squares returned by the regression function lm using the same models. Anyone know