I have a script that use glmnet to fit lasso logistic models. I would like to maintain the script as is and implement ot top of that the stabsel, I do not want to change the script to use lars instead of gmlnet.
Can you please add an example of stabsel applyed to glmnet?
I have a script that use glmnet to fit lasso logistic models. I would like to maintain the script as is and implement ot top of that the stabsel, I do not want to change the script to use lars instead of gmlnet. Can you please add an example of stabsel applyed to glmnet?
See also http://stackoverflow.com/questions/34063292/example-of-stabsel-with-glmnet