lsa.linear<-function(x,y){
# adaptive lasso for linear reg, tuning parameter by bic 
# calls software from Wang and Leng (2007, JASA).
ok<-complete.cases(x,y)
x<-x[ok,]                            # get rid of na's
y<-y[ok]                             # since regsubsets can't handle na's
m<-ncol(x)
n<-nrow(x)
as.matrix(x)->x
lm(y~x)->out
lsa(out)->out.lsa
coeff<-out.lsa$beta.bic
coeff2<-coeff[2:(m+1)]               # get rid of intercept
pred<-x%*%coeff2+coeff[1]
st<-sum(coeff2 !=0)                                          # number nonzero
mse<-sum((y-pred)^2)/(n-st-1)
if(st>0) x.ind<-as.vector(which(coeff2 !=0)) else x.ind<-0
return(list(fit=pred,st=st,mse=mse,x.ind=x.ind,coeff=coeff2,intercept=coeff[1]))
}