[R] Lasso Regression error

David Winsemius dwinsemius at comcast.net
Sat May 4 18:22:35 CEST 2013

On May 4, 2013, at 6:09 AM, Preetam Pal wrote:

> Hi all,
> I have a data set containing variables LOSS, GDP, HPI and UE.
> (I have attached it in case it is required).
> Having renamed the variables as l,g,h and u, I wish to run a Lasso
> Regression with l as the dependent variable and all  the other 3 as the
> independent variables.
> data=read.table("data.txt", header=T)
> l=data$LOSS
> h=data$HPI
> u=data$UE
> g=data$GDP
> matrix=data.frame(l,g,h,u)
> lasso=lars(matrix,l)
> But R is throwing an error (shown below) at this:
> Error in rep(1, n) : invalid 'times' argument

I get a different error using package:lars version 1.1 but the problem is likely that same. You created an object named `matrix` which is not a matrix. You apparently expected `lars` to recognize your intent. It didn't.  (You also included your response variable in your set of predictors. `lars` will run this without error, but treats it like a tautology. ) Try offering the types of R objects that `lars` is documented to accept.

> Can you kindly suggest where I went wrong?
> [Just wanted to mention that I am getting the same error when instead of
> the matrix of  predictor variables, I am using only a single variable, say,
> g : lasso=lars(g,l)]
> Appreciate any help.
> Thanks,
> Preetam
> -- 
> Preetam Pal
> (+91)-9432212774
> M-Stat 2nd Year,                                             Room No. N-114
> Statistics Division,                                           C.V.Raman
> Hall
> Indian Statistical Institute,                                 B.H.O.S.
> Kolkata.
> <data.txt>


David Winsemius
Alameda, CA, USA

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