Hello Lai! You can try the elastic net which is a mixture of lasso and ridge regression. Setting the parameter alpha to less than one will provide you with more coefficients different from zero. I am not sure about the R implementation. You have to search for it on your own.
Johannes -- View this message in context: http://r.789695.n4.nabble.com/Feature-selection-via-glmnet-package-LASSO-tp2308635p2532271.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
