[R] ANOVA for glmnet

palanski palanski at gmail.com
Fri Feb 17 01:28:12 CET 2012


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!

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