Hi All, I have been working on a Lasso Logistic regression with binary response and 20 predictor varaibles (a mix of categorical and continuous ) and have read a lot on using GLMSELECT procedure and coding the outcome ±1, and applying a cutoff (usually 0) to the predictions. I also tried using HPGENSELECT procedure and somehow it throws the Format error and no predictor variables are displayed in the results and hence want to try GLMSELECT proc. My query is what does the line 'applying a cutoff (usually 0) to the predictions' mean? Can anyone throw more light on this approach, like any sample SAS code where this has been applied? Thank you for your time and support.
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