Date: Tue, 18 Jan 2011 09:52:43 -0500
Reply-To: oloolo <dynamicpanel@YAHOO.COM>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: oloolo <dynamicpanel@YAHOO.COM>
Subject: Re: Logistic Regression on Autopilot - GLMSELECT adaptation
would u please re-send their link
I can't see any link or reference here
On Tue, 18 Jan 2011 09:33:01 -0500, SUBSCRIBE SAS-L Olivier Van Parys
>The following presentation from Hastie & Park point towards a Lasso
>for Logistic regression. While their code is available in R I was
>simply using GLMSELECT in a linear probability setting was the best that
>be done in SAS to reproduce the objective function in Slide 5?
>Also do you see any value in scaling all the input variable within the 0-1
>range (perhaps after loging them) before using GLMSELECT?