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datfinal
2010 Oct 25
0
penalized regression analysis
...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 = 4...