I am comparing different parameter settings for some elastic net regression models on a smallish data set to demonstrate at what point datasets are too small for regression methods and want to compare between JMP, SAS, R and Python. Although I can set the alpha, I can't see how to directly output the lambda, L1 and L2 values that are used in the chosen models and the resulting R-Sq for the model. Is there a secret right click somewhere I'm missing as I would've thought these are pretty straightforward things that people want to see? And the other software seem to give these in varying ways.

I am using JMP Po 18 and using the Leave one out cross validation method - which also seems to mean no model comparison summary statistics are generated (they are if I choose AICc or BIC as the CV method)...is that right?

Thanks in advance.