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17 March, 16:29

What's difference between glm and glmnet?

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  1. 17 March, 17:23
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    Glmnet is for elastic net regression. This penalises the size of estimated coefficients (via a mix of two ways). It tries to explain as much variance in the data through the model as possible while keeping the model coefficients small.

    Glm doesn't use a penalty term.
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