I want to calculate the AIC of an elastic net model but how do I calculate the number of parameters? Is it simply the number of independent variables plus one?
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$\begingroup$ That is a good question. Perhaps something could be learned from the fact that elastic net can be rewritten as lasso on transformed data, and an unbiased estimator of lasso degrees of freedom is known to be the number of nonzero variables in the estimated model. $\endgroup$– Richard HardyCommented Nov 28, 2016 at 9:44
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$\begingroup$ See my answer here: stats.stackexchange.com/questions/327088/… $\endgroup$– aahr1Commented Mar 6, 2018 at 12:45
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