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.
Also I can add the parameter s (I guess is the lambda value)
To choose a lambda value first I saw the graph:
And also considered:
> elastNet$lambda.min  0.0007603077 > elastNet$lambda.1se  0.01492515
So I decided to choose sth in the middle:
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?