Hi Everybody! I must start with a declaration that I am a sparse user of R. I am creating a credit scorecard using a dataset which has a variable depicting actual credit history (good/bad) and 41 other variables of yes/no type. The procedure I am asked to follow is to use a penalized logistic procedure for variable selection. I have located the package "glmnet" which gives the complete elasticnet regularization path for logistic models. I want some help in setting up the process.
Can someone point out the basic steps? Thanks Sambit ______________________________________________ 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.
