0 I did run a lasso logistic regression with SAS glmselect (Y=1 for event and Y=-1 for non event). My syntax is something like: proc glmselect data=<dataset> plots=all seed=123;
output out=preds pred=individual;
partition role=selected(train='1' test='0');
class Y AGE SEX;
model Y = AGE SEX AGE*SEX /selection=lasso(choose=cv stop=none) cvmethod=random(10);
run; Everything works fine but I end-up with coefficients like that SEXFemale*AGEYounger -0.9
SEXFemale*AGEOlder -0.7 Should I subtract -0.7 from -0.9 to find the relative effect of Younger age in the interaction with Sex?
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