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Generalized Regression Reference

Peter_Hersh

Does anyone have a good reference for Generalized Regression?

Accepted answers

louv

Peter,

If you launch JMP 11 and check out the JMP 11 Technical Enablement Add-in there are two references there.

Tibshirani's Lasso reference

http://statweb.stanford.edu/~tibs/lasso/lasso.pdf

Hastie's Elastic Net paper

http://web.stanford.edu/~hastie/Papers/B67.2%20(2005)%20301-320%20Zou%20&%20Hastie.pdf

All comments

louv

Peter,

If you launch JMP 11 and check out the JMP 11 Technical Enablement Add-in there are two references there.

Tibshirani's Lasso reference

http://statweb.stanford.edu/~tibs/lasso/lasso.pdf

Hastie's Elastic Net paper

http://web.stanford.edu/~hastie/Papers/B67.2%20(2005)%20301-320%20Zou%20&%20Hastie.pdf

Peter_Hersh

Thanks Lou

louv

Peter,

Jeff Perkinson also showed me that in the JMP>Help>Books>Fitting Linear Models also contains those references as well.

Lou