Hi all,
I am currently struggling with understanding how ridge/lasso logistic regressions work in R. I have some questions below and would be very grateful for all the feedback:
- Can we compute the odds ratio from ridge/lasso logistic regression just like we did in logistic regression? If so, can someone pls share the code?
- Can we also construct the AUC ROC curve from the penalized model? If so, can someone pls share the code?
- I saw a post sharing the below output. Can someone pls help me understand what this means? (In the post, they said only "triceps" has zero coefficient, which I am not sure I understand..)
Reference: Penalized Logistic Regression Essentials in R: Ridge, Lasso and Elastic Net - Articles - STHDA
coef(cv.lasso, cv.lasso$lambda.min)
## 9 x 1 sparse Matrix of class "dgCMatrix"
## 1
## (Intercept) -8.615615
## pregnant 0.035076
## glucose 0.036916
## pressure .
## triceps 0.016484
## insulin -0.000392
## mass 0.030485
## pedigree 0.785506
## age 0.036265