Hi JMP experts,
I'm using the LASSO regression in JMP Pro 13.
First question: what is the difference between the adaptive and non-adaptive LASSO (any reference in the help or any paper that describes the difference between the two would be higly appreciated)? in what cases one is supposed to provide more advantages than the other?
Second question: after selecting BIC as validation method, is there a way to know what are the corrisponding tuning parameters (alpha and lambda) used in the LASSO?
thanks,
ns