Hi All,  I have been trying to use glmnet package to do LASSO linear regression. my x data is a matrix n_row by n_col and y is a vector of size n_row corresponding to the vector data. The number of n_col is much more larger than the number of n_row. I do the following: fits = glmnet(x, y, family="multinomial")I have been following this article: http://cran.r-project.org/web/packages/glmnet/glmnet.pdfpage 8, but there are some unclear parts that I dont understand. The lambda variable only returns 100 and I exactly dont know what lambda represents. So, basically I would like to know how to get the coefficients weights and what exactly lambda is? how I can see the difference between predicted values and observed values? If there is a sample code that helps me to understand how to use these, that would be great.  Thanks a lot,Andra [[alternative HTML version deleted]]