CV for ridge regression

[SASdevAnneMarie]

Hello Expert!

I'm wondering how to perform a 10-fold cross-validation to retrieve the parameter for Ridge regression.

Indeed, when I apply this code :

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;

The Ridge shrinkage criterion is not displayed in the output.

Thank you for your help.