Quick tab
The Quick tab of the Lasso Regression dialog box displays by default.
| Element Name | Description |
|---|---|
| Algorithm | Choose either the Linear Regression or Logistic Regression algorithm. |
| Alpha | Specify the value of the mixing parameter in the penalty term. The valid range of values are 1 for Lasso penalty, 0 for ridge penalty and (0, 1) for elastic-net penalty. |
| Number of lambda | Specify the number of lambda values for the coordinate descent. |
| Lambda ratio | Specify the minimum value for lambda as a fraction of maximum. If the number of variables in the analysis exceeds the number of observations, a value of 0.01 is prescribed. |
| Response codes | Click the Response codes button to display the Specify Codes dialog box, which contains options to select the codes identifying the levels or categories for the categorical (binary) dependent (response) variables. Codes must be integer values or text labels (but can be dates, times, etc.), and two codes must be specified. This button is only available if the user chooses Logistic Regression as the Algorithm. |
| Options / C / W / By Group | See Common Options. |
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