An Idea Exchange for SAS software and services

by Occasional Contributor Linkachu
on ‎08-23-2016 02:30 PM

+1 for this suggestion!


This had already been implemented in the R package glmnet, although only cross-validation (not AIC, BIC or many of the other criteria available in PROC GLMSELECT for linear regression) can be used to select the optimal value of the tuning parameter.

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