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Activity Number:
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209
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Type:
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Contributed
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Date/Time:
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Monday, July 30, 2007 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Statistical Computing
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| Abstract - #309838 |
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Title:
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S-PLUS and R Package for Least Angle Regression
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Author(s):
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Tim Hesterberg*+
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Companies:
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Insightful Corporation
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Address:
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1700 Westlake Ave N Suite 500, Seattle, WA, 98109-3044,
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Keywords:
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regression ; regularization ; L1 penalty ; variable selection
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Abstract:
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Least Angle Regression is a promising new technique for variable selection applications, offering a nice alternative to stepwise regression. It provides an explanation for the similar behavior of Lasso (L1-penalized regression) and forward stagewise regression, and provides a fast implementation of both. We'll demonstrate a prototype open-source S-PLUS/R package "glars" for generalized least angle regression, extending the work by outside collaborators. See www.insightful.com/Hesterberg/glars.
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- The address information is for the authors that have a + after their name.
- Authors who are presenting talks have a * after their name.
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