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Figure 3 | BMC Medical Research Methodology

Figure 3

From: Validation of prediction models based on lasso regression with multiply imputed data

Figure 3

Performance profile to determine the optimal lasso penalty tuning parameter (on one imputed data set) for a grid of 40 penalty values based on 100 bootstrap samples. The optimal penalty value corresponding to the best model is that which generated the smallest average MSE over the bootstrap samples. A tolerance model can be estimated as that with MSE within 3% of the optimum in the direction of the stronger penalties.

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