Reply To: Regularization in R

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#1329
Michael Barr
Participant

PS – you always want to standardize your covariates before using these methods. I recall there is an option to specify whether or not you have done so manually in your data.frame prior to passing to glmnet(), and if you say you have not then it will do so for you, but I don’t recall what it is defaulted to. I usually do this myself manually using the caret package for this and other preprocessing work.