Re: [R] glmnet vignette question

2016-09-17 Thread Bert Gunter
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

Re: [R] glmnet vignette question

2016-09-17 Thread Dominik Schneider
> 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

[R] glmnet vignette question

2016-09-17 Thread Dominik Schneider
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