Date:         Tue, 27 Jun 2006 13:05:35 -0400
Reply-To:     Wensui Liu <liuwensui@GMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Wensui Liu <liuwensui@GMAIL.COM>
Subject:      Re: LASSO
Comments: To: Mehdi Soleymani <mehdi_soleymani@softhome.net>
In-Reply-To:  <200606271606.k5REjXTS007417@mailgw.cc.uga.edu>
Content-Type: text/plain; charset=ISO-8859-1; format=flowed

LASSO should only be implemented in general linear model but not
generalized linear model.

You can take a look at proc glmselect.

On 6/27/06, Mehdi Soleymani <mehdi_soleymani@softhome.net> wrote:
> Does anyone know How we can do LASSO for generalized linear model in SAS?
>


--
WenSui Liu
(http://spaces.msn.com/statcompute/blog)
Senior Decision Support Analyst
Health Policy and Clinical Effectiveness
Cincinnati Children Hospital Medical Center