You seem to be mainly asking for help with statistical methodology,
which is generally off topic for this list, which is about help with R
programming. I suggest you study the references given in the
vignette/package and/or post to a statistical list like
stats.stackexchange.com instead.
Cheers,
B
> Is there a way to extract MSE for a lambda, e.g. lambda.1se?
nevermind this specific question. it's now obvious. However my overall
question stands.
On Fri, Sep 16, 2016 at 10:10 AM, Dominik Schneider <
dominik.schnei...@colorado.edu> wrote:
> I'm doing some linear modeling and am new to the ri
I'm doing some linear modeling and am new to the ridge/lasso/elasticnet
procedures. In my case I have N>>p (p=15 based on variables used in past
literature and some physical reasoning) so my understanding is that I
should be interested in ridge regression to avoid the issue of
multicollinearity of
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