[R] glmnet

Patrick Breheny patrick.breheny at uky.edu
Wed Aug 10 14:08:02 CEST 2011


On 08/10/2011 03:00 AM, Nick Sabbe wrote:
> Finally, to avoid downward bias, you could run a normal glm with only the
> variables selected in the previous step.

At the cost, of course, of introducing upward bias....

-- 
Patrick Breheny
Assistant Professor
Department of Biostatistics
Department of Statistics
University of Kentucky



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