Lorenzo:
This is a complicated and subtle question that I believe is mostly
about statistical methodology, not R. I would suggest that you post
your query to stats.stackexchange.com rather than here in order to
determine *what* you should do. Then, if necessary, you can come back
here to ask about
Dear All,
Please have a look at the code at the end of the email.
It is just an example of regression based on glmnet with some
artificial data.
My question is how I can evaluate the uncertainty of the prediction
yhat.
It looks like there are some reasons for not providing a standard
error estima
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