Set Penalties for Predictors
On the Lasso Regression - Advanced tab, click the Penalties button to display the Set penalties for predictors dialog box.
Enter the penalty to be applied for each predictor during computation. A value of zero indicates the predictor will always be included. A large value will increase the probability of the predictor being excluded.
| Element Name | Description |
|---|---|
| OK | Click this button to close the dialog box and return to the Lasso Regression - Advanced tab after you have specified penalties. |
| Cancel | Click this button to close the dialog box and return to the Lasso Regression - Advanced tab; any changes made will be disregarded. |
| Common Value | Use this field to quickly enter values for multiple predictors. Type in the value that you want to apply to all of the predictors, and then click the Apply button. |
| Apply | Click this button to apply the value entered in the Common Value field to all of the predictors. |
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