cvelasticnet

Perform K-fold cross-validation to select the optimal penalty and mixing parameters for a combined L1/L2-penalized linear model, and save a detailed tuning report.

When to use

How do I automatically tune the penalty and l1_ratio levels via cross-validation?

Syntax

cvelasticnet linear y x1 x2 [, cv(<int>) l1_ratio(<list_or_val>) noconstant]

Examples

cvelasticnet linear wage educ exper
cvelasticnet linear wage educ exper, cv(5) l1_ratio(0.1 0.5 0.9)
cvelasticnet linear wage educ exper, noconstant

See also

• Command Reference Index
• User Guide
• In-App Help System