[R] [OT] - standard errors for parameter estimates under ridge regression and lasso?

Andrew Robinson A.Robinson at ms.unimelb.edu.au
Tue Jan 29 00:48:26 CET 2008

Dear R community,

I'm curious to know how people go about estimating standard errors for
parameter estimates after model selection by ridge regression and the
lasso.  Do you have any practical or theoretical advice?


Andrew Robinson  
Department of Mathematics and Statistics            Tel: +61-3-8344-9763
University of Melbourne, VIC 3010 Australia         Fax: +61-3-8344-4599

More information about the R-help mailing list