If I run a regression y on X1..XL to estimate beta1...betaL,
and then supply them to susie_init_coef then I'm worried it will not work well because
the beta values are for unscaled Xs. But internally we want the values to be for scaled
Xs (assuming susie is invoked with scaling).
We may need to come up with more sophisticated thinking around this.
If I run a regression y on X1..XL to estimate beta1...betaL, and then supply them to
susie_init_coef
then I'm worried it will not work well because the beta values are for unscaled Xs. But internally we want the values to be for scaled Xs (assuming susie is invoked with scaling).We may need to come up with more sophisticated thinking around this.