Use this to save results from a Lasso regression in Genstat data structures.
- After selecting the appropriate boxes, type the names for the identifiers of the data structures into the corresponding In: fields.
Save
| Optimal value of lambda | Scalar | The optimal lambda value assessed by cross-validation |
| Cross-validation statistics | Variate | Cross-validation statistics |
| Residuals | Variate | Residuals from the optimal fitted model |
| Fitted values | Variate | Fitted values from the optimal fitted model |
| Estimates | Variate | Estimates of the parameters in the optimal fitted model |
| Standard errors of estimates | Variate | Standard errors of the parameter estimates |
| Standard errors of fitted values | Variate | Standard errors of the fitted values calculated by bootstrap sampling |
| Lower confidence limit for fitted values | Variate | Lower confidence limit for the fitted values calculated by bootstrap sampling |
| Upper confidence limit for fitted values | Variate | Upper confidence limit for the fitted values calculated by bootstrap sampling |
Display in spreadsheet
Select this to display the results in a new spreadsheet window.
See also
- Lasso Regression menu
- Lasso Regression Options
- RLASSO procedure in command mode