Thanks for your answer!
On 20.09.2007, at 12:48, Tim Hesterberg wrote:
> Might you be having numerical problems?
That might very well be what's happening. Did hope that it only
happens late in the procedure so I can ignore it, but those Cp values
indicate I maybe can't.
> If you're using th
Hi!
When I apply the lars (least-angle-regression) method to my data
(3655 features, only 355 data points, no I did not mistype), I
observe a strange behaviour:
1) The beta values tend to grow into real high values quite fast up
to a point where they overflow and get negative. The overflow
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