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Can you hlep me understand this graph and what it means? Ca 1 1 : lars 1 x = x , y = prostate$lcavol, trace
Can you hlep me understand this graph and what it means?
Ca:
lars prostate$lcavol, trace ThUE
Rsquared: $
Sequence of LASSO moves:
pta lep age gleason lbph
The eraph of the LASSO estimates as a function of the shrinkage illutates
the ender in which variables enter the model as one relaxes the constraint on the
LI norm of their estimates. Initially there is aothing in the model look to the
Ieft of the graph, where Moving to the right on this graph, one finds that
the first variable to eater is variable Ipsa; then variable lep eaters; then
variable I age Or scanning the graph from the righthand side to the left. we
notice that variables Ibphgleason and I age are "zeroed out" in that
order. Below, we list the parameter estimates for selected values of shrinkage:
and The LASSO estimates for are the ordinary
least squares estimates see the prior regression output
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