Skip to main content
deleted 19 characters in body
Source Link
Yevgeny
  • 1.4k
  • 12
  • 11

As far as I know glmnet does not calculate the standard errors of regression coefficients (since it fits model parameters using cyclic coordinate descent). So, if you need standardized regression coefficients, you will need to use some other method (e.g. glm)

Having said that, if the explanatory variables are standardized (which isbefore the case in your code above sincefit and glmnet standardizes them by default)is called with "standardize=FALSE", then the less important coefficients will be smaller than the more important ones - so you could rank them just by their magnitude. This becomes even more pronounced with non-trivial amount shrinkage (i.e. non-zero lambda)

Hope this helps..

As far as I know glmnet does not calculate the standard errors of regression coefficients (since it fits model parameters using cyclic coordinate descent). So, if you need standardized regression coefficients, you will need to use some other method (e.g. glm)

Having said that, if the explanatory variables are standardized (which is the case in your code above since glmnet standardizes them by default) then the less important coefficients will be smaller than the more important ones - so you could rank them just by their magnitude. This becomes even more pronounced with non-trivial amount shrinkage (i.e. non-zero lambda)

Hope this helps..

As far as I know glmnet does not calculate the standard errors of regression coefficients (since it fits model parameters using cyclic coordinate descent). So, if you need standardized regression coefficients, you will need to use some other method (e.g. glm)

Having said that, if the explanatory variables are standardized before the fit and glmnet is called with "standardize=FALSE", then the less important coefficients will be smaller than the more important ones - so you could rank them just by their magnitude. This becomes even more pronounced with non-trivial amount shrinkage (i.e. non-zero lambda)

Hope this helps..

added 20 characters in body
Source Link
Yevgeny
  • 1.4k
  • 12
  • 11

As far as I know glmnet does not calculate the standard errors of regression coefficients (since it fits model parameters using cyclic coordinate descent). So, if you need standardized regression coefficients, you will need to use some other method (e.g. glm)

Having said that, if IV'sthe explanatory variables are standardized ( whichwhich is the case in your code above since glmnet standardizes them by default) then the less important coefficients will be smaller than the more important ones - so you could rank them just by their magnitude. This becomes even more pronounced with non-trivial amount shrinkage (i.e. non-zero lambda)

Hope this helps..

As far as I know glmnet does not calculate the standard errors of regression coefficients (since it fits model parameters using cyclic coordinate descent). So, if you need standardized regression coefficients, you will need to use some other method (e.g. glm)

Having said that, if IV's are standardized ( which is the case in your code above since glmnet standardizes them by default) then the less important coefficients will be smaller than the more important ones - so you could rank them just by their magnitude. This becomes even more pronounced with non-trivial amount shrinkage (i.e. non-zero lambda)

Hope this helps..

As far as I know glmnet does not calculate the standard errors of regression coefficients (since it fits model parameters using cyclic coordinate descent). So, if you need standardized regression coefficients, you will need to use some other method (e.g. glm)

Having said that, if the explanatory variables are standardized (which is the case in your code above since glmnet standardizes them by default) then the less important coefficients will be smaller than the more important ones - so you could rank them just by their magnitude. This becomes even more pronounced with non-trivial amount shrinkage (i.e. non-zero lambda)

Hope this helps..

added 20 characters in body
Source Link
Yevgeny
  • 1.4k
  • 12
  • 11

As far as I know glmnet does not calculate the standard errors of regression coefficients (since it fits model parameters using cyclic coordinate descent). So, if you need standardized regression coefficients, you will need to use some other method (e.g. glm)

Having said that, if youIV's are using shrinkagestandardized (i.e. a non-trivial value lambda which is the case in your code above since glmnet standardizes them by default) then the less important coefficients will be smaller than the more important ones - so you could rank them just by their magnitude. This becomes even more pronounced with non-trivial amount shrinkage (assuming that all IVs are standardized which is the case in your code above since glmnet standardizes them by defaulti.e. non-zero lambda)

Hope this helps..

As far as I know glmnet does not calculate the standard errors of regression coefficients (since it fits model parameters using cyclic coordinate descent). So, if you need standardized regression coefficients, you will need to use some other method (e.g. glm)

Having said that, if you are using shrinkage (i.e. a non-trivial value lambda) then the less important coefficients will be smaller than the more important ones - so you could rank them just by their magnitude (assuming that all IVs are standardized which is the case in your code above since glmnet standardizes them by default)

Hope this helps..

As far as I know glmnet does not calculate the standard errors of regression coefficients (since it fits model parameters using cyclic coordinate descent). So, if you need standardized regression coefficients, you will need to use some other method (e.g. glm)

Having said that, if IV's are standardized ( which is the case in your code above since glmnet standardizes them by default) then the less important coefficients will be smaller than the more important ones - so you could rank them just by their magnitude. This becomes even more pronounced with non-trivial amount shrinkage (i.e. non-zero lambda)

Hope this helps..

Source Link
Yevgeny
  • 1.4k
  • 12
  • 11
Loading