DID Handout #4 Problem #5

Practice problem for linear regression and predictions.

http://www.umiacs.umd.edu/~jbg/teaching/DATA_DIGGING/handout_04.pdf

( Walkthrough of problem #5, with code, under cut. )

R Code: regularized linear regression modeling

Learning regularized linear regression modeling. Used the glmnet package. Just slapping a few of the most important things down here.

Remember: need reshape for melt().

Handout: http://www.umiacs.umd.edu/~jbg/teaching/DATA_DIGGING/handout_04.pdf

( glmnet code examples under cut )