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...nd is where do I get the variance explained information from and how do I determine the relative importance of the 4 variables selected? It does not appear to be a part of the penalized procedure. I submit the final call to 'penalized' with the estimated values of lambda1 and lambda2 > fitfinal <- penalized(CHAB~.,data=chabun,lambda1=356.0856,lambda2=3.458605,model = "linear",steps=1,standardize = TRUE) # nonzero coefficients: 5 > fitfinal Penalized linear regression object 10 regression coefficients of which 5 are non-zero Loglikelihood = -154.1055 L1 penalty =...