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