# elastic net- confidence intervals for parameters

Can I see the intervals and p values for each coefficient in elastic net model? I wrote:

elastNet<-cv.glmnet(pred, comp,alpha=.8,standardize = TRUE, family="binomial",type.measure="auc")


If I write the following I get the numbers, but no intervals.

coef(elastNet)


Also I can add the parameter s (I guess is the lambda value)

coef(elastNet,s=0.01)


To choose a lambda value first I saw the graph:

And also considered:

> elastNet$lambda.min [1] 0.0007603077 > elastNet$lambda.1se
[1] 0.01492515


So I decided to choose sth in the middle:

coef(elastNet,s=0.01)


And I got 26 variables with values (I had 59).

I would like to know the confidence interval for each variable. Can I get some idea of this form the following graph?

Also, I f I need the KS measure, does the software provides it?

• why do you want the confidence intervals? The parameter estimates are all biased and therefore any inference will be misleading. – Jacob H Jun 8 '18 at 22:27