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Re: st: RE: RE: RE: LARS ado??


From   "Ploutz-Snyder, Robert (JSC-SK)[USRA]" <robert.ploutz-snyder-1@nasa.gov>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: RE: RE: RE: LARS ado??
Date   Wed, 31 Mar 2010 16:17:42 -0500

Thank you much Peter. I appreciate your followup.

On Mar 31, 2010, at 2:58 PM, "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu 
 > wrote:

> In reading the original LARS article, the derivation was only for  
> OLS.  Sorry I missed your logit interest.  I asked Brad Efron about  
> the extension and he mentioned that Trevor Hastie and Rob Tibshirani  
> may be working on something, but I haven't heard anything on it.
>
> Tony
>
> Peter A. Lachenbruch
> Department of Public Health
> Oregon State University
> Corvallis, OR 97330
> Phone: 541-737-3832
> FAX: 541-737-4001
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- 
> statalist@hsphsun2.harvard.edu] On Behalf Of Ploutz-Snyder, Robert  
> (JSC-SK)[USRA]
> Sent: Wednesday, March 31, 2010 8:28 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: RE: RE: LARS ado??
>
> Thanks Tony,
> That email bounced back to me this week.
> And the LARS routine as written is for typical ols regression  
> context, I believe, not Logit (binary outcome).
> Rob
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- 
> statalist@hsphsun2.harvard.edu] On Behalf Of Lachenbruch, Peter
> Sent: Wednesday, March 31, 2010 10:19 AM
> To: 'statalist@hsphsun2.harvard.edu'
> Subject: st: RE: LARS ado??
>
> The LARS routine has a LASSO  option.  The email at the bottom of  
> the help file was
> adrian.mander@mrc-hnr.cam.ac.uk
> It worked when I tried it a year or so ago.
>
>
> Tony
>
> Peter A. Lachenbruch
> Department of Public Health
> Oregon State University
> Corvallis, OR 97330
> Phone: 541-737-3832
> FAX: 541-737-4001
>
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- 
> statalist@hsphsun2.harvard.edu] On Behalf Of Ploutz-Snyder, Robert  
> (JSC-SK)[USRA]
> Sent: Wednesday, March 31, 2010 7:04 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: LARS ado??
>
> Is anyone aware of a Stata ado for running LASSO variable selection  
> techniques to compliment the LARS.ado that Adrian Mander has begun?   
> Specifically a routine written for logit models?
>
> Also--the email addy that Adrian provides in his help file bounces  
> back.  Anyone know how to reach Adrian Mander?
>
> Thanks much,
> Rob
>
>
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