lambdafit |

Display the table showing various fit statistics associated with estimates along the lambda path.

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

Display a table showing the number of non-zero coefficients, R-squared, adjusted R-squared, standard error of the regression, and sums-of-squared residuals associated with each of the lambda in the path.

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

Syntax

eq_name.lambdafit(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.lambdafit

displays the table showing various fit statistics associated with each lambda in the path.

Cross-references

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

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