Simply: The R2 value we obtain at an optimized lambda using glmnet: how do we state whether that's significant or not?
Using the standard lm() function, we are able to run an ANOVA and test for significance. We have no such output with glmnet. Thanks! -- View this message in context: http://r.789695.n4.nabble.com/ANOVA-for-glmnet-tp4395934p4395934.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.