Re: [R] Coefficients paths - comparison of ridge, lasso and elastic net regression

Hi, beginner Do you have reproducible data? I think your question is more related to statistical learning theory than R. You may want to watch Prof.Hastie's webinar. http://www.stanford.edu/~hastie/lectures.htm On Wed, Jun 5, 2013 at 10:22 AM, beginner pa...@nottingham.ac.uk wrote: I would

[R] Coefficients paths - comparison of ridge, lasso and elastic net regression

I would like to compare models selected with ridge, lasso and elastic net. Fig. below shows coefficients paths using all 3 methods: ridge (Fig A, alpha=0), lasso (Fig B; alpha=1) and elastic net (Fig C; alpha=0.5). The optimal solution depends on the selected value of lambda, which is chosen based