Hi all;
I am going to run models for variable selection using elastic-net. Because I have about 1500 descriptive (independent) variables which they are highly correlated. Before running elastic-net and even single regressions (~1500) I need get fitted values for dependent variables using MIXED model. My question is: Should I used the fitted values or residuals as dependent variable for run elastic-net (even single regressions which is not main purpose)? Your helps are highly appreciated, Greg [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.