Hi,
I rectified my error (thanks David for pointing it out)
Now I have been able to run the code:

data=read.table("data.txt", header=T)
> l=data$LOSS
> h=data$HPI
> u=data$UE
> g=data$GDP
>
> matrix=cbind(g,h,u)
> lasso=lars(matrix,l)
>

The final set of coefficients for the regression is the last row of
coef(lasso). Am I right?

Plus what happens to the intercept estimate? It is not available in
coef(lasso).

Any help is welcome.

Thanks,
Preetam


On Sat, May 4, 2013 at 9:52 PM, David Winsemius <dwinsemius@comcast.net>wrote:

>
> On May 4, 2013, at 6:09 AM, Preetam Pal wrote:
>
> > Hi all,
> > I have a data set containing variables LOSS, GDP, HPI and UE.
> > (I have attached it in case it is required).
> >
> > Having renamed the variables as l,g,h and u, I wish to run a Lasso
> > Regression with l as the dependent variable and all  the other 3 as the
> > independent variables.
> >
> > data=read.table("data.txt", header=T)
> > l=data$LOSS
> > h=data$HPI
> > u=data$UE
> > g=data$GDP
> >
> > matrix=data.frame(l,g,h,u)
> > lasso=lars(matrix,l)
> >
> > But R is throwing an error (shown below) at this:
> >
> > Error in rep(1, n) : invalid 'times' argument
>
> I get a different error using package:lars version 1.1 but the problem is
> likely that same. You created an object named `matrix` which is not a
> matrix. You apparently expected `lars` to recognize your intent. It didn't.
>  (You also included your response variable in your set of predictors.
> `lars` will run this without error, but treats it like a tautology. ) Try
> offering the types of R objects that `lars` is documented to accept.
>
> >
> > Can you kindly suggest where I went wrong?
> >
> > [Just wanted to mention that I am getting the same error when instead of
> > the matrix of  predictor variables, I am using only a single variable,
> say,
> > g : lasso=lars(g,l)]
> >
> > Appreciate any help.
> >
> > Thanks,
> > Preetam
> > --
> > Preetam Pal
> > (+91)-9432212774
> > M-Stat 2nd Year,                                             Room No.
> N-114
> > Statistics Division,                                           C.V.Raman
> > Hall
> > Indian Statistical Institute,                                 B.H.O.S.
> > Kolkata.
> > <data.txt>
>
> --
>
> David Winsemius
> Alameda, CA, USA
>
>


-- 
Preetam Pal
(+91)-9432212774
M-Stat 2nd Year,                                             Room No. N-114
Statistics Division,                                           C.V.Raman
Hall
Indian Statistical Institute,                                 B.H.O.S.
Kolkata.

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