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- How can I plot LASSO solution pass (X axis shows t...

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04-03-2017 01:41 AM

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 ?

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04-03-2017 02:09 AM

I could plot it !

plot(stepaxis=normb)=all;

Thanks.