lambdacoefs |

Display the spreadsheet of the matrix of coefficient values along the lambda path.

This view is only available for equations estimated with elastic net, ridge regression, Lasso, and variable selection using Lasso.

Rows will contain coefficients for a given lambda; columns contain coefficients for specific variables.

The row displaying the model selected optimal lambda will be highlighted.

Only coefficients that have non-zero values for at least one lambda in the path will be displayed.

Syntax

eq_name.lambdacoefs(options)

Options

p | Print output. |

Examples

Consider the estimated elastic net equation

equation my_eq.enet(xtrans=none, lambdaratio=.0001, cvseed=513255899) lpsa c lcavol_s lweight_s age_s lbph_s svi_s lcp_s gleason_s pgg45_s

Then the command

my_eq.lambdacoefs

displays a table of the anywhere non-zero coefficients, with rows corresponding to values of lambda in the path, and columns corresponding to different variables. The row with the cross-validation selected optimal value of lambda will be highlighted.

Cross-references

For further discussion, see
“Elastic Net and Lasso”.

See also
Equation::coefpath and
Equation::lambdapath.

The data underlying this table are available via the data member @lambdacoefs.