Date: Tue, 22 Nov 2005 22:01:25 -0500
Reply-To: Paul Walker <walker.627@OSU.EDU>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: Paul Walker <walker.627@OSU.EDU>
Subject: Re: Opinions of Least Angle Regression - for the stats people
Given that interpretation of LARS as linear regression but with a
restriction, e.g. sum(abs(beta))<c, I wondered if GLMSELECT can also be
(appropriately) used with a binary target variable, and if not, whether
such extensions exist in any other new procs?
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