Dear community,
currently I am computing lasso regression in SPSS. As this is a new function in version 29, I cannot really find information on lambda. Is alpha in SPSS lambda - the number your regulate on how much shrinkage you want in the regression analysis?
Or can I find lambda anywhere? Does anyone have a source on alpha in lasso regression in SPSS.
Like you should / can, I calculated the right "lambda" using k fold cross validation. Here is my R code:
LINEAR_LASSO d61_d_empfaenglichkeit WITH a1_alter_mutter a1_sprache_d___2 income_KOV
CB_IPV social_support_mean Barrier_Sub_healthbeliefs PMAD_knowledge_sum recognition_ges
previous_and_current_experiences_dichotomisiert
/MODE CROSSVALID
/ALPHA VALUES=0.01 TO 1 BY 0.01 METRIC=LINEAR
/CRITERIA INTERCEPT=TRUE STANDARDIZE=TRUE TIMER=5.0 NFOLDS=5 STATE=0
/PARTITION TRAINING=80 HOLDOUT=20.0
/PRINT COMPARE
/PLOT MSE R2.
And I also have other questions, if someone knows a lot about LASSO:
- Can I use LASSO just to choose which predictors I then want to use for a multiple linear or logistic regression?
- Are 10 predictors enough to calculate a LASSO regression? Or would i need more?
If you have, please give sources to your answers! Thank you so much.
Anna
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Anna Büssow
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