Looking at the BloodBrain
data in
the caret
package, perform variable selection on this
dataset, using both LASSO (you can use the glmnet
package
for this) and step AIC (which is implemented in the MASS
package). Compare the models selected by the different methods.
Recall that the BloodBrain
data consists of a
vector logBBB
of response values and a matrix
bbbDescr
of predictors.