[R] How to select a reasonable shrinkage coefficient in stepplr?

Tirthadeep sabya231 at gmail.com
Wed Jan 2 05:48:46 CET 2008

Dear R-users,

I am using stepplr for L2 regularized logistic regression. Since number of
attribute is too large i discarded interaction terms. Everything is fine but
only problem i have faced that i cannot choose a good shrinkage coefficient
(lambda). If CV is the best way to estimate, can you please elaborately tell
me how to select lambda in stepplr using CV? Except CV is there any other
procedure available?

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