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Lasso Regression – Save Options

Use this to save results from a Lasso regression in Genstat data structures.

  1. 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

Display in spreadsheet

Select this to display the results in a new spreadsheet window.

See also

Updated on September 24, 2020

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