Input
- InputTable: diabetes, as in LAR Example 1: FitMethod ('lar')
SQL Call
SELECT * FROM LAR ( ON diabetes AS InputTable OUT TABLE OutputTable (diabetes_lasso) USING TargetColumns ('y', 'age', '[2:5]', 'ldl', 'hdl', '[8:10]') FitMethod ('lasso') Intercept ('true') L2Normalization ('true') MaxIterNum (20) ) AS dt;
Output
message |
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Successful. Result has been stored in the table specified in the argument OutputTable. |
This query returns the following table:
steps | var_id | var_name | max_abs_corr | step_length | intercept | age | sex | bmi | map | tc | ldl | hdl | tch | ltg | glu |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | 3 | bmi | 949.435 | 60.1193 | 152.133 | 0 | 0 | 60.1193 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
2 | 9 | ltg | 889.316 | 513.224 | 152.133 | 0 | 0 | 361.895 | 0 | 0 | 0 | 0 | 0 | 301.775 | 0 |
3 | 4 | map | 452.901 | 175.553 | 152.133 | 0 | 0 | 434.758 | 79.2364 | 0 | 0 | 0 | 0 | 374.916 | 0 |
4 | 7 | hdl | 316.074 | 259.367 | 152.133 | 0 | 0 | 505.66 | 191.27 | 0 | 0 | -114.101 | 0 | 439.665 | 0 |
5 | 2 | sex | 130.131 | 88.6592 | 152.133 | 0 | -74.9165 | 511.348 | 234.155 | 0 | 0 | -169.711 | 0 | 450.667 | 0 |
6 | 10 | glu | 88.7824 | 43.6779 | 152.133 | 0 | -111.979 | 512.044 | 252.527 | 0 | 0 | -196.045 | 0 | 452.393 | 12.0781 |
7 | 5 | tc | 68.9652 | 135.984 | 152.133 | 0 | -197.757 | 522.265 | 297.16 | -103.946 | 0 | -223.926 | 0 | 514.75 | 54.7677 |
8 | 8 | tch | 19.9813 | 54.0156 | 152.133 | 0 | -226.134 | 526.885 | 314.389 | -195.106 | 0 | -152.477 | 106.343 | 529.916 | 64.4874 |
9 | 6 | ldl | 5.47747 | 5.56726 | 152.133 | 0 | -227.176 | 526.391 | 314.95 | -237.341 | 33.6284 | -134.599 | 111.384 | 545.483 | 64.6067 |
10 | 1 | age | 5.08918 | 41.9996 | 152.133 | -5.71894 | -234.398 | 522.649 | 320.343 | -554.266 | 286.736 | 0 | 148.9 | 663.033 | 66.331 |
11 | -7 | hdl | 2.18225 | 7.2707 | 152.133 | -7.01124 | -237.101 | 521.075 | 321.549 | -580.439 | 313.862 | 0 | 139.858 | 674.937 | 67.1794 |
12 | 7 | hdl | 1.31044 | 27.97 | 152.133 | -10.0122 | -239.819 | 519.84 | 324.39 | -792.184 | 476.746 | 101.045 | 177.064 | 751.279 | 67.6254 |
The following figure represents the results and shows how the standardized coefficients evolved during the model-building process. The x-axis represents the ratio of the norm of the current beta to the full beta. The y-axis represents the standardized coefficients, which are estimated when standardized predictors are used. The numbers on the top of the graph represent the steps of the model-building process. The numbers on the right represent the predictor IDs.