jashu / beset

Best Subset Predictive Modeling
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`predict` method for objects inheriting "beset"/"elnet" class returns incorrect units for logistic regression models #3

Closed jashu closed 4 years ago

jashu commented 4 years ago

Using predict or methods that call predict (e.g., dependence) on "beset" "elnet" models fit to a binomial response returns erroneous values as if the response were Gaussian. Traces back to calling glmnet::predict.glmnet to generate predictions whereas glmnet package uses a separate function, predict.lognet, for logistic models. (When the binomial family is used, the glmnet function returns an object of class "lognet" rather than just class "glmnet".)