Question
R language **code for part 1 and 2 has been provided, can someone help me to fill question 3 and 4 with the code i
R language
**code for part 1 and 2 has been provided, can someone help me to fill question 3 and 4 with the code i provided? There is non way for me to upload the oj dataset
oj.csv dataset can be found right here https://github.com/TaddyLab/BDS/tree/master/examples
# Q3 LASSO
rm(list=ls())
## Q3.1
# Apply the LASSO for different values of $\lambda$. Draw a figure similar to the left of Figure 3.9 (p.92).
# load packages library(gamlr)
# read data oj = read.csv("oj.csv")
# create design matrix as data frame P = 15 X = data.frame(cbind(poly(oj$price, P)))
# Run cross validation for 100 values of lambda. # Note no sparse matrix because no factor variables. cv.sales = cv.gamlr(X, oj$sales, nlambda=100, lambda.start = Inf, lambda.min.ratio = 0.001)
# path plot plot(cv.sales$gamlr)
# MSE plot plot(cv.sales)
## Q3.2
# What is the value of $\lambda$ which has 25 non-zero coefficients (excluding the constant term)?
_____
## Q3.3
# CV-min cvmin = cv.sales$seg.min cvmin cv.sales$gamlr$lambda[cvmin] # 1se onese = cv.sales$seg.1se onese cv.sales$gamlr$lambda[onese] # AI aic = cv.sales$ aic
# BIC bic = _____ bic
## Q3.4
# which coefs for 1se rule? coef(cv.sales, select = "_____")
# post-lasso with glm postLasso = glm(_____) summary(postLasso)$coefficients
3 Lasso Again, suppose we want to predict sales using price for the oj dataset. We focus on the polynomial regression: sales = Be + Biprice + B2price? + ... + B15price15 + . 1. Apply the LASSO for different values of . Draw a figure similar to the left of Figure 3.9 (p.92). 2. What is the value of which has 5 non-zero coefficients (excluding the constant term)? 3. What is the best in terms of the min-CV rule? 4. Collect all the regressors which has non-zero coefficients according to the min-CV rule. Regress sales on these regressors using the glm function. (It is called the post-Lasso regression.) 3 Lasso Again, suppose we want to predict sales using price for the oj dataset. We focus on the polynomial regression: sales = Be + Biprice + B2price? + ... + B15price15 + . 1. Apply the LASSO for different values of . Draw a figure similar to the left of Figure 3.9 (p.92). 2. What is the value of which has 5 non-zero coefficients (excluding the constant term)? 3. What is the best in terms of the min-CV rule? 4. Collect all the regressors which has non-zero coefficients according to the min-CV rule. Regress sales on these regressors using the glm function. (It is called the post-Lasso regression.)Step by Step Solution
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