cancel
Showing results for 
Show  only  | Search instead for 
Did you mean: 
Register for our Discovery Summit 2024 conference, Oct. 21-24, where you’ll learn, connect, and be inspired.
%3CLINGO-SUB%20id%3D%22lingo-sub-783398%22%20slang%3D%22en-US%22%20mode%3D%22CREATE%22%3E%E3%83%A2%E3%83%87%E3%83%AB%E3%82%92%E6%AF%94%E8%BC%83%E3%81%A7%E3%81%8D%E3%82%8B%E3%82%88%E3%81%86%E3%81%AB%E3%80%81Elastic%20Net%20Regression%20%E3%83%97%E3%83%A9%E3%83%83%E3%83%88%E3%83%95%E3%82%A9%E3%83%BC%E3%83%A0%E3%81%8B%E3%82%89%20R-Sq%E3%80%81L1%E3%80%81L2%E3%80%81%E3%81%8A%E3%82%88%E3%81%B3%20lambda%20%E3%81%AE%E5%80%A4%E3%82%92%E5%8F%96%E5%BE%97%E3%81%99%E3%82%8B%E3%81%AB%E3%81%AF%E3%81%A9%E3%81%86%E3%81%99%E3%82%8C%E3%81%B0%E3%82%88%E3%81%84%E3%81%A7%E3%81%99%E3%81%8B%3F%3C%2FLINGO-SUB%3E%3CLINGO-BODY%20id%3D%22lingo-body-783398%22%20slang%3D%22en-US%22%20mode%3D%22CREATE%22%3E%3CP%3E%E7%A7%81%E3%81%AF%E3%80%81%E5%B0%8F%E8%A6%8F%E6%A8%A1%E3%81%AA%E3%83%87%E3%83%BC%E3%82%BF%20%E3%82%BB%E3%83%83%E3%83%88%E3%81%A7%E3%81%84%E3%81%8F%E3%81%A4%E3%81%8B%E3%81%AE%20Elastic%20Net%20%E5%9B%9E%E5%B8%B0%E3%83%A2%E3%83%87%E3%83%AB%E3%81%AE%E3%81%95%E3%81%BE%E3%81%96%E3%81%BE%E3%81%AA%E3%83%91%E3%83%A9%E3%83%A1%E3%83%BC%E3%82%BF%E3%83%BC%E8%A8%AD%E5%AE%9A%E3%82%92%E6%AF%94%E8%BC%83%E3%81%97%E3%81%A6%E3%81%84%E3%81%BE%E3%81%99%E3%80%82%E3%81%93%E3%82%8C%E3%81%AF%E3%80%81%E3%81%A9%E3%81%AE%E6%99%82%E7%82%B9%E3%81%A7%E3%83%87%E3%83%BC%E3%82%BF%E3%82%BB%E3%83%83%E3%83%88%E3%81%8C%E5%9B%9E%E5%B8%B0%E6%B3%95%E3%81%AB%E3%81%AF%E5%B0%8F%E3%81%95%E3%81%99%E3%81%8E%E3%82%8B%E3%81%8B%E3%82%92%E7%A4%BA%E3%81%99%E3%81%9F%E3%82%81%E3%81%A7%E3%81%82%E3%82%8A%E3%80%81JMP%E3%80%81SAS%E3%80%81R%E3%80%81%E3%81%8A%E3%82%88%E3%81%B3%20Python%20%E3%82%92%E6%AF%94%E8%BC%83%E3%81%97%E3%81%9F%E3%81%84%E3%81%A8%E8%80%83%E3%81%88%E3%81%A6%E3%81%84%E3%81%BE%E3%81%99%E3%80%82%E3%82%A2%E3%83%AB%E3%83%95%E3%82%A1%E3%81%AF%E8%A8%AD%E5%AE%9A%E3%81%A7%E3%81%8D%E3%81%BE%E3%81%99%E3%81%8C%E3%80%81%E9%81%B8%E6%8A%9E%E3%81%97%E3%81%9F%E3%83%A2%E3%83%87%E3%83%AB%E3%81%A7%E4%BD%BF%E7%94%A8%E3%81%95%E3%82%8C%E3%82%8B%E3%83%A9%E3%83%A0%E3%83%80%E3%80%81L1%E3%80%81L2%20%E5%80%A4%E3%80%81%E3%81%8A%E3%82%88%E3%81%B3%E3%83%A2%E3%83%87%E3%83%AB%E3%81%AE%E7%B5%90%E6%9E%9C%E3%81%AE%20R-Sq%20%E3%82%92%E7%9B%B4%E6%8E%A5%E5%87%BA%E5%8A%9B%E3%81%99%E3%82%8B%E6%96%B9%E6%B3%95%E3%81%8C%E3%82%8F%E3%81%8B%E3%82%8A%E3%81%BE%E3%81%9B%E3%82%93%E3%80%82%E3%81%93%E3%82%8C%E3%82%89%E3%81%AF%E4%BA%BA%E3%80%85%E3%81%8C%E8%A6%8B%E3%81%9F%E3%81%84%E3%81%A8%E6%80%9D%E3%81%86%E9%9D%9E%E5%B8%B8%E3%81%AB%E5%8D%98%E7%B4%94%E3%81%AA%E3%82%82%E3%81%AE%E3%81%A0%E3%81%A8%E6%80%9D%E3%81%A3%E3%81%A6%E3%81%84%E3%81%9F%E3%81%AE%E3%81%A7%E3%80%81%E3%81%A9%E3%81%93%E3%81%8B%E3%81%AB%E7%A7%98%E5%AF%86%E3%81%AE%E5%8F%B3%E3%82%AF%E3%83%AA%E3%83%83%E3%82%AF%E3%81%8C%E3%81%82%E3%82%8B%E3%81%AE%E3%81%A7%E3%81%97%E3%82%87%E3%81%86%E3%81%8B%E3%80%82%E4%BB%96%E3%81%AE%E3%82%BD%E3%83%95%E3%83%88%E3%82%A6%E3%82%A7%E3%82%A2%E3%81%A7%E3%81%AF%E3%80%81%E3%81%93%E3%82%8C%E3%82%89%E3%82%92%E3%81%95%E3%81%BE%E3%81%96%E3%81%BE%E3%81%AA%E6%96%B9%E6%B3%95%E3%81%A7%E6%8F%90%E4%BE%9B%E3%81%97%E3%81%A6%E3%81%84%E3%82%8B%E3%82%88%E3%81%86%E3%81%A7%E3%81%99%E3%80%82%3C%2FP%3E%3CP%3E%E7%A7%81%E3%81%AF%20JMP%20Po%2018%20%E3%82%92%E4%BD%BF%E7%94%A8%E3%81%97%E3%81%A6%E3%81%8A%E3%82%8A%E3%80%81Leave%20one%20out%20%E3%82%AF%E3%83%AD%E3%82%B9%E6%A4%9C%E8%A8%BC%E6%B3%95%E3%82%92%E4%BD%BF%E7%94%A8%E3%81%97%E3%81%A6%E3%81%84%E3%81%BE%E3%81%99%E3%81%8C%E3%80%81%E3%81%93%E3%82%8C%E3%81%AF%E3%83%A2%E3%83%87%E3%83%AB%E6%AF%94%E8%BC%83%E8%A6%81%E7%B4%84%E7%B5%B1%E8%A8%88%E3%81%8C%E7%94%9F%E6%88%90%E3%81%95%E3%82%8C%E3%81%AA%E3%81%84%E3%81%93%E3%81%A8%E3%82%82%E6%84%8F%E5%91%B3%E3%81%97%E3%81%A6%E3%81%84%E3%82%8B%E3%82%88%E3%81%86%E3%81%A7%E3%81%99%20(CV%20%E6%96%B9%E6%B3%95%E3%81%A8%E3%81%97%E3%81%A6%20AICc%20%E3%81%BE%E3%81%9F%E3%81%AF%20BIC%20%E3%82%92%E9%81%B8%E6%8A%9E%E3%81%97%E3%81%9F%E5%A0%B4%E5%90%88%E3%81%AF%E7%94%9F%E6%88%90%E3%81%95%E3%82%8C%E3%81%BE%E3%81%99)...%20%E6%AD%A3%E3%81%97%E3%81%84%E3%81%A7%E3%81%99%E3%81%8B%3F%3C%2FP%3E%3CP%3E%E5%89%8D%E3%82%82%E3%81%A3%E3%81%A6%E6%84%9F%E8%AC%9D%E3%81%97%E3%81%BE%E3%81%99%E3%80%82%3C%2FP%3E%3C%2FLINGO-BODY%3E%3CLINGO-LABS%20id%3D%22lingo-labs-783398%22%20slang%3D%22en-US%22%20mode%3D%22CREATE%22%3E%3CLINGO-LABEL%3E%E9%AB%98%E5%BA%A6%E3%81%AA%E7%B5%B1%E8%A8%88%E3%83%A2%E3%83%87%E3%83%AA%E3%83%B3%E3%82%B0%3C%2FLINGO-LABEL%3E%3C%2FLINGO-LABS%3E%3CLINGO-SUB%20id%3D%22lingo-sub-783411%22%20slang%3D%22en-US%22%20mode%3D%22CREATE%22%3ERe%3A%20%E3%83%A2%E3%83%87%E3%83%AB%E3%82%92%E6%AF%94%E8%BC%83%E3%81%A7%E3%81%8D%E3%82%8B%E3%82%88%E3%81%86%E3%81%AB%E3%80%81Elastic%20Net%20Regression%20%E3%83%97%E3%83%A9%E3%83%83%E3%83%88%E3%83%95%E3%82%A9%E3%83%BC%E3%83%A0%E3%81%8B%E3%82%89%20R-Sq%E3%80%81L1%E3%80%81L2%E3%80%81%E3%81%8A%E3%82%88%E3%81%B3%20lambda%20%E3%81%AE%E5%80%A4%E3%82%92%E5%8F%96%E5%BE%97%E3%81%99%E3%82%8B%E3%81%AB%E3%81%AF%E3%81%A9%E3%81%86%E3%81%99%E3%82%8C%E3%81%B0%E3%82%88%E3%81%84%E3%81%A7%E3%81%99%E3%81%8B%3F%3C%2FLINGO-SUB%3E%3CLINGO-BODY%20id%3D%22lingo-body-783411%22%20slang%3D%22en-US%22%20mode%3D%22CREATE%22%3E%3CP%3E%E6%95%B0%E5%80%A4%E3%81%AE%E5%88%97%E3%82%92%E5%8F%B3%E3%82%AF%E3%83%AA%E3%83%83%E3%82%AF%E3%81%97%E3%81%A6%20%5B%E3%83%87%E3%83%BC%E3%82%BF%20%E3%83%86%E3%83%BC%E3%83%96%E3%83%AB%E3%81%AB%E3%81%99%E3%82%8B%5D%20%E3%82%92%E9%81%B8%E6%8A%9E%E3%81%99%E3%82%8B%E3%81%A8%E3%80%81%E3%81%93%E3%82%8C%E3%82%89%E3%81%AE%E5%80%A4%E3%82%92%E5%AF%BE%E8%A9%B1%E7%9A%84%E3%81%AB%E6%8A%BD%E5%87%BA%E3%81%A7%E3%81%8D%E3%81%BE%E3%81%99%E3%80%82%E3%81%93%E3%81%AE%E3%82%A2%E3%82%AF%E3%82%B7%E3%83%A7%E3%83%B3%E3%81%BE%E3%81%9F%E3%81%AF%E3%82%88%E3%82%8A%E5%85%B7%E4%BD%93%E7%9A%84%E3%81%AA%E6%8A%BD%E5%87%BA%E3%82%92%E3%82%B9%E3%82%AF%E3%83%AA%E3%83%97%E3%83%88%E5%8C%96%E3%81%A7%E3%81%8D%E3%81%BE%E3%81%99%E3%80%82%3C%2FP%3E%3C%2FLINGO-BODY%3E%3CLINGO-SUB%20id%3D%22lingo-sub-783602%22%20slang%3D%22en-US%22%20mode%3D%22CREATE%22%3ERe%3A%20%E3%83%A2%E3%83%87%E3%83%AB%E3%82%92%E6%AF%94%E8%BC%83%E3%81%A7%E3%81%8D%E3%82%8B%E3%82%88%E3%81%86%E3%81%AB%E3%80%81Elastic%20Net%20Regression%20%E3%83%97%E3%83%A9%E3%83%83%E3%83%88%E3%83%95%E3%82%A9%E3%83%BC%E3%83%A0%E3%81%8B%E3%82%89%20R-Sq%E3%80%81L1%E3%80%81L2%E3%80%81%E3%81%8A%E3%82%88%E3%81%B3%20lambda%20%E3%81%AE%E5%80%A4%E3%82%92%E5%8F%96%E5%BE%97%E3%81%99%E3%82%8B%E3%81%AB%E3%81%AF%E3%81%A9%E3%81%86%E3%81%99%E3%82%8C%E3%81%B0%E3%82%88%E3%81%84%E3%81%A7%E3%81%99%E3%81%8B%3F%3C%2FLINGO-SUB%3E%3CLINGO-BODY%20id%3D%22lingo-body-783602%22%20slang%3D%22en-US%22%20mode%3D%22CREATE%22%3E%3CP%3E%E3%83%9E%E3%83%BC%E3%82%AF%E3%81%95%E3%82%93%E3%80%81%E3%81%82%E3%82%8A%E3%81%8C%E3%81%A8%E3%81%86%E3%81%94%E3%81%96%E3%81%84%E3%81%BE%E3%81%99%E3%80%82%E3%81%97%E3%81%8B%E3%81%97%E3%80%81%E5%87%BA%E5%8A%9B%E3%81%A7%E3%81%9D%E3%82%8C%E3%82%92%E5%AE%9F%E8%A1%8C%E3%81%99%E3%82%8B%E5%80%A4%E3%82%92%E8%A6%8B%E3%81%A4%E3%81%91%E3%82%8B%E3%81%93%E3%81%A8%E3%81%99%E3%82%89%E3%81%A7%E3%81%8D%E3%81%BE%E3%81%9B%E3%82%93%E3%80%82JMP%20%E6%8A%80%E8%A1%93%E8%80%85%E3%81%8B%E3%82%89%E3%81%AE%E8%BF%94%E4%BF%A1%E3%81%A7%E3%81%AF%E3%80%81%E3%80%8C%E3%81%93%E3%82%8C%E3%82%89%E3%81%AE%E5%80%A4%E3%81%AF%E8%A1%A8%E7%A4%BA%E3%81%95%E3%82%8C%E3%81%BE%E3%81%9B%E3%82%93%E3%80%8D%E3%81%A8%E3%81%82%E3%82%8A%E3%81%BE%E3%81%97%E3%81%9F%E3%81%8C%E3%80%81%E5%B0%91%E3%81%AA%E3%81%8F%E3%81%A8%E3%82%82%E3%83%A9%E3%83%A0%E3%83%80%E3%80%81L1%E3%80%81L2%20%E3%81%AF%E8%A1%A8%E7%A4%BA%E3%81%A7%E3%81%8D%E3%82%8B%E3%82%88%E3%81%86%E3%81%AB%E3%81%97%E3%81%9F%E3%81%84%E3%81%A8%E6%80%9D%E3%81%86%E3%81%AF%E3%81%9A%E3%81%AA%E3%81%AE%E3%81%A7%E3%80%81%E5%B0%91%E3%81%97%E7%90%86%E8%A7%A3%E3%81%97%E3%81%AB%E3%81%8F%E3%81%84%E3%81%A7%E3%81%99%E3%80%82JMP%20%E5%87%BA%E5%8A%9B%E3%81%A7%E5%88%A5%E3%81%AE%E5%90%8D%E5%89%8D%E3%81%A7%E5%91%BC%E3%81%B0%E3%82%8C%E3%81%A6%E3%81%84%E3%81%AA%E3%81%84%E9%99%90%E3%82%8A%E3%81%AF%3F%3C%2FP%3E%3CP%3E%E3%81%BE%E3%81%9F%E3%80%81K-Fold%20%E3%81%BE%E3%81%9F%E3%81%AF%20LOO%20%E3%82%92%E6%A4%9C%E8%A8%BC%E3%81%A8%E3%81%97%E3%81%A6%E4%BD%BF%E7%94%A8%E3%81%97%E3%81%9F%E5%A0%B4%E5%90%88%E3%80%81R-Sq%20%E3%81%AF%E5%8F%96%E5%BE%97%E3%81%95%E3%82%8C%E3%81%AA%E3%81%84%E3%81%A8%E3%82%82%E8%A8%80%E3%82%8F%E3%82%8C%E3%81%A6%E3%81%84%E3%81%BE%E3%81%99%E3%81%8C%E3%80%81%E3%81%9D%E3%81%AE%E7%90%86%E7%94%B1%E3%81%AB%E3%81%A4%E3%81%84%E3%81%A6%E3%81%AE%E8%AA%AC%E6%98%8E%E3%81%AF%E3%81%82%E3%82%8A%E3%81%BE%E3%81%9B%E3%82%93%E3%80%82%E4%BD%95%E3%81%8B%E3%82%A2%E3%82%A4%E3%83%87%E3%82%A2%E3%81%AF%E3%81%82%E3%82%8A%E3%81%BE%E3%81%99%E3%81%8B%3F%20SAS%20%E3%81%AF%E3%81%93%E3%82%8C%E3%82%89%E3%82%92%E7%9B%B4%E6%8E%A5%E6%8F%90%E4%BE%9B%E3%81%99%E3%82%8B%E3%81%A8%E7%A2%BA%E4%BF%A1%E3%81%97%E3%81%A6%E3%81%84%E3%82%8B%E3%81%AE%E3%81%A7%E3%80%81JMP%20%E3%81%8C%E3%81%9D%E3%82%8C%E3%82%92%E5%AE%9F%E8%A1%8C%E3%81%97%E3%81%AA%E3%81%84%E7%90%86%E7%94%B1%E3%81%8C%E3%82%8F%E3%81%8B%E3%82%8A%E3%81%BE%E3%81%9B%E3%82%93%E3%80%82%3C%2FP%3E%3C%2FLINGO-BODY%3E
Choose Language Hide Translation Bar
gemmahodgson
Level III

How do I get the value of the R-Sq, L1, L2 and lambda out of Elastic Net Regression platform so I can compare models?

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.

2 REPLIES 2

Re: How do I get the value of the R-Sq, L1, L2 and lambda out of Elastic Net Regression platform so I can compare models?

You can interactively extract these values by right-clicking on the column of numbers and selecting Make Into Data Table. You can script this action or a more specific extraction.

gemmahodgson
Level III

Re: How do I get the value of the R-Sq, L1, L2 and lambda out of Elastic Net Regression platform so I can compare models?

Thanks for this Mark, but I can't even find the values in the output to be able to do that. A reply from a JMP technician said "they don't surface these values", which I find a bit hard to understand as surely one wants to be able to see the lambda, L1 and L2 at the very least. Unless they are called by a different name in the JMP output?

They also said you don't get an R-Sq if you use K-Fold or LOO as validation - but no explanation as to why not - any ideas? I'm pretty sure SAS gives these directly so I'm not sure why JMP is not doing it?