求助,采用R语言做Lasso回归,如何输出系数的显著性水平,代码如下:
> library(ISLR) > library(glmnet) > lasso.mod = glmnet(x[train,],y[train],alpha =1,lambda = grid) > set.seed(100) > cv.out2 = cv.glmnet(x[train,],y[train],alpha=1) > plot(cv.out2) > bestlam2 = cv.out2$lambda.min > bestlam2 > lasso.pred = predict(lasso.mod,s=bestlam2,newx= x[test,]) > mean((lasso.pred-y.test)^2) > out = glmnet(x,y,alpha = 1,lambda = grid) > lasso.coef =predict(out,type="coefficients",s=bestlam2)[1:11,] > lasso.coef
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