[R] FW: lasso regression

[Patrick Breheny]

On 07/12/2011 09:53 AM, Heiman, Thomas J. wrote:
> #    # define x and y
> x= x<-crs[,9]    #predictor variables
> y= y<-crs[1:8,]  #response variable

This cannot be correct.  The response variable is a vector, while the 
predictor variables form a matrix.  You have the response variable 
consisting of only the first 8 observations, then all the columns. 
Perhaps you mean:

X <- crs[,1:8]
y <- crs[,9]

If this is not the case, please include the output of

head(crs)

and then tell us which variable is your response.

-- 
Patrick Breheny
Assistant Professor
Department of Biostatistics
Department of Statistics
University of Kentucky