https://communities.sas.com/t5/Statistical-Procedures/CV-for-ridge-regression/m-p/987645#M49419 <P><SPAN>Hello Expert! </SPAN></P> <P><SPAN>I'm wondering how to perform a 10-fold cross-validation to retrieve the parameter for Ridge regression. </SPAN></P> <P><SPAN>Indeed, when I apply this code :</SPAN></P> <PRE><CODE class=" language-sas">proc glmselect data=train plots=all; model Y= X1 X2 X3 / selection=elasticnet(choose=cv l1=0 l2search=grid stop=l1) cvmethod=split(10); run;</CODE></PRE> <P><SPAN>The Ridge shrinkage criterion is not displayed in the output.</SPAN></P> <P><SPAN> Thank you for your help.</SPAN></P> Sat, 09 May 2026 19:45:22 GMT SASdevAnneMarie 2026-05-09T19:45:22Z https://communities.sas.com/t5/Statistical-Procedures/CV-for-ridge-regression/m-p/987645#M49419 <P><SPAN>Hello Expert! </SPAN></P> <P><SPAN>I'm wondering how to perform a 10-fold cross-validation to retrieve the parameter for Ridge regression. </SPAN></P> <P><SPAN>Indeed, when I apply this code :</SPAN></P> <PRE><CODE class=" language-sas">proc glmselect data=train plots=all; model Y= X1 X2 X3 / selection=elasticnet(choose=cv l1=0 l2search=grid stop=l1) cvmethod=split(10); run;</CODE></PRE> <P><SPAN>The Ridge shrinkage criterion is not displayed in the output.</SPAN></P> <P><SPAN> Thank you for your help.</SPAN></P> Sat, 09 May 2026 19:45:22 GMT https://communities.sas.com/t5/Statistical-Procedures/CV-for-ridge-regression/m-p/987645#M49419 SASdevAnneMarie 2026-05-09T19:45:22Z