Quick tab

Select the Quick tab of the Lasso Regression results dialog box to access the options described here.

NOTE: The graph outputs available from the Quick tab are presented with a top x scale indicating the degrees of freedom of each model.

Element Name Description
All Coefficients Click this button to produce a spreadsheet of the matrix of coefficients for each step of the coordinate descent along with the lambda values.
Graph of coefficients Click this button to produce a graph with plots of all coefficients against log of lambda value at each coordinate descent step.
Regularization path Click this button to produce a spreadsheet of stepwise details of coordinate descent.
Graph of deviance Click this button to produce a graph with plots of all coefficients against fractional deviance at each coordinate descent step.
L1 Norm Click this button to produce a graph with plots of all coefficients against L1 norm at each coordinate descent step.
Error plot Click this button to produce a graph with plot of average error against log of lambda values. The graph will contain the indications of the minimum error and error within one standard deviation of the minimum.
Model results This group of results applies to a specific step in the coordinate descent.
Lambda Specify an approximate lambda value from the coordinate descent steps for which you want to get specifics.
Coefficients Click this button to produce a spreadsheet that contains the parameter estimates for the model specified by the lambda value.
Predictions Click this button to produce a spreadsheet that contains the predicted values for the model specified by lambda value. Observed are actual dependent variable values from initial dataset.
Save bundle Click this button to save the categorical and continuous predictors (as bundles to the input spreadsheet) included in the model specified by the lambda value.

Options / C / W / By Group. See Common Options.