How can I plot LASSO solution pass (X axis shows the normalized tuning value, Y axis shows ASE)

Tissue5454 — Mon, 03 Apr 2017 05:41:48 GMT

I am trying to plot LASSO solution pass such as Figure 3 of "Funda Gunes, SAS Institute Inc. Penalized Regression Method for Linear Models in SAS/STATS".

"plots=all" option of glmselect shows the graph of which X axis shows step No., Y axis shows ASE (Aberage Squared Errors)

but I want to plot the graph of which X axis shows the normalized tuning value (L1 norm of the regression coefficients divided by the L1 norm of the ordinary least squares splution), Y azis shows ASE.

How can I plot it ?

Re: How can I plot LASSO solution pass (X axis shows the normalized tuning value, Y axis shows ASE)

Tissue5454 — Mon, 03 Apr 2017 06:09:30 GMT

I could plot it !

plot(stepaxis=normb)=all;

Thanks.

topic How can I plot LASSO solution pass (X axis shows the normalized tuning value, Y axis shows ASE) in Statistical Procedures

How can I plot LASSO solution pass (X axis shows the normalized tuning value, Y axis shows ASE)

Re: How can I plot LASSO solution pass (X axis shows the normalized tuning value, Y axis shows ASE)