Can somebody explain the importance of significance testing in ridge/lasso regression? Is it necessary to do it?

And, how can we interpret the coefficients of ridge regression which are penalized?

  • 1
    $\begingroup$ Necessary for what? $\endgroup$ – Sycorax Dec 17 '15 at 14:14
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    $\begingroup$ @Dawny33: Why did you think that [ridge-regression] and [statistical-significance] are "extra tags" in a question asking about ridge regression and significance testing? I have added them back. $\endgroup$ – amoeba Dec 17 '15 at 14:15

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