Linear Regression Lasso

Lasso Regression Report

Cases Used in the Analysis

Model: y ~ age + sex + bmi + map + tc + ldl + hdl + tch + ltg + glu

Data Used No.
Number of cases read 442
Number of cases used in the analysis 442
Number of incomplete (omitted) cases 0

Lasso Coefficient Shrinkage Paths Across Lambda Values

Model: y ~ age + sex + bmi + map + tc + ldl + hdl + tch + ltg + glu

A graph of Lasso Coefficient Shrinkage Paths Across Lambda Values

K-Fold Cross-Validation: Mean RMSE vs. Lambda Values

Model: y ~ age + sex + bmi + map + tc + ldl + hdl + tch + ltg + glu
Number of Folds = 10, Seed = 100
Optimal Lambda = 1.051
95% Confidence Interval for RMSE at Optimal Lambda = (49.982, 58.91)
One Standard Error Lambda Threshold = 6.8855

A graph of Mean R M S Ein k-fold cross validation Versus Lambda and Log of Lambda. The optimal value of lambda is 1.05101598327753

Parameter Estimates at the RMSE-Optimal Lambda (Original Data Scale)

Model: y ~ age + sex + bmi + map + tc + ldl + hdl + tch + ltg + glu
Estimates at Lambda = 1.051016

Parameter Estimate Parameter Estimate
(Intercept) 152.13348 glu 52.94616
age -0
sex -194.0965
bmi 521.8287
map 295.25535
tc -99.51095
ldl -0
hdl -222.73647
tch 0
ltg 512.08879

Parameter Estimates at the RMSE-Optimal Lambda (Standardized Data Scale)

Model: y ~ age + sex + bmi + map + tc + ldl + hdl + tch + ltg + glu
Estimates at Lambda = 1.051016

Parameter Estimate
age -0.50167
sex -8.23358
bmi 25.25511
map 14.77966
tc -4.38999
ldl -0
hdl -9.90776
tch 0
ltg 25.35286
glu 2.47781