Timeline for R: Plot of the relationship between lambda values and coefficients in ridge regression
Current License: CC BY-SA 4.0
3 events
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| Apr 17, 2021 at 15:52 | comment | added | Joehat | I did, but when using cv.glmnt() instead. I actually posted a different question (not answered yet) about it because the default value of lambda and the one specified in my range were way too different: stats.stackexchange.com/questions/520030/… | |
| Apr 17, 2021 at 13:52 | comment | added | kjetil b halvorsen♦ |
The glmnet documentation ask to not set lambda, it is better to use the default NULL setting, so the code does the chosing. Did you try that?
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| Apr 16, 2021 at 19:09 | history | asked | Joehat | CC BY-SA 4.0 |