[R] GLMNet Question for Multinomial Data For Determining The Right Number of Questions

[bill messina]

I just started to use the Glmnet function for doing analysis of multinomial data. See the attached code for the analysis of the Fisher iris data as an example. My question is. When I want to determine the coefficients for the best lambda value, it returns more than one set of coefficents.. Which group of ceofficents  is the right set to use for this data set? 

Bill