[R] using glmnet for the dataset with numerical and categorical

yan y.jiao at ucl.ac.uk
Thu Jul 12 12:43:41 CEST 2012


Dear R users,

if all my numerical variables in my datasets having the same units, may I
leave them unnormalized, just do cv.glmnet
directly(cv.glmnet(data,standardize=FALSE))?
i know normally if there is a mixture of numerical and categorical , one has
to standardize the numerical part before applying  cv.glmnet with
standardize=fase, but that's due to the different units in the numerical
part, right? so if all the units are the same, could I skip the pre
standardize part? 

I tried both ways(standardize the numerical part and not standardize
numerical part), the results are very similar, what I don't understand is
for the coefficients of categorical variables, why they are so different in
two cases?

Many thanks

Yan

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