Display a graph of the selection criteria for the top 20 models as determined by model selection during estimation.
This view is currently only available for equations estimated with elastic net, ridge regression, Lasso, and variable selection using Lasso.
The graph elements will be ordered by the value of the selection criterion.
Syntax
equation_name.modselgraph
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.modselgraph
shows a plot of the top 20 model selection objective values.
Cross-references
For further discussion, see
“Elastic Net and Lasso”The data underlying this graph are available via the data member @modselresults.