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st: RE: RE: RE: LARS ado??
From
"Lachenbruch, Peter" <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: RE: RE: LARS ado??
Date
Wed, 31 Mar 2010 12:58:01 -0700
In reading the original LARS article, the derivation was only for OLS. Sorry I missed your logit interest. I asked Brad Efron about the extension and he mentioned that Trevor Hastie and Rob Tibshirani may be working on something, but I haven't heard anything on it.
Tony
Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Ploutz-Snyder, Robert (JSC-SK)[USRA]
Sent: Wednesday, March 31, 2010 8:28 AM
To: [email protected]
Subject: st: RE: RE: LARS ado??
Thanks Tony,
That email bounced back to me this week.
And the LARS routine as written is for typical ols regression context, I believe, not Logit (binary outcome).
Rob
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Lachenbruch, Peter
Sent: Wednesday, March 31, 2010 10:19 AM
To: '[email protected]'
Subject: st: RE: LARS ado??
The LARS routine has a LASSO option. The email at the bottom of the help file was
[email protected]
It worked when I tried it a year or so ago.
Tony
Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Ploutz-Snyder, Robert (JSC-SK)[USRA]
Sent: Wednesday, March 31, 2010 7:04 AM
To: [email protected]
Subject: st: LARS ado??
Is anyone aware of a Stata ado for running LASSO variable selection techniques to compliment the LARS.ado that Adrian Mander has begun? Specifically a routine written for logit models?
Also--the email addy that Adrian provides in his help file bounces back. Anyone know how to reach Adrian Mander?
Thanks much,
Rob
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