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$\begingroup$ Thanks for the very helpful comment! I also experienced that standardizing the variables myself seems to work rather than using the glmnet(standardize=T). $\endgroup$

Michelle
– Michelle

2017-09-01 08:44:55 +00:00
Commented Sep 1, 2017 at 8:44
$\begingroup$ I have a question @smci, about the beta values returned by cvglmnet though. I understand that they are beta values at each grid point of attempted lambda values. However, are the beta values returned for each lambda value (1) the average coefficient values from the 10 folds (assuming I used 10foldCV), (2) the beta values from the fold that gave best accuracy, or (3) the coefficients from re-running the model on the whole dataset? $\endgroup$

Michelle
– Michelle

2017-09-01 08:51:13 +00:00
Commented Sep 1, 2017 at 8:51

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