YutongHU1

‎09-20-2019

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Do I need to standardize the variables while using proc glmselect LASS...

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‎02-15-2019 11:24 AM

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Posted Do I need to standardize the variables while using proc glmselect LASSO or adaptive LASSO? on New SAS User. ‎02-15-2019 11:24 AM
Tagged Do I need to standardize the variables while using proc glmselect LASSO or adaptive LASSO? on New SAS User. ‎02-15-2019 11:24 AM
Tagged Do I need to standardize the variables while using proc glmselect LASSO or adaptive LASSO? on New SAS User. ‎02-15-2019 11:24 AM

Hi, Does anyone know whether "proc glmselect" will automatically standardize all the variables while running LASSO and adaptive LASSO? "Standardize" means demean the variable and scale it by the standard deviation. Thank you! Best, Yutong

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