Logistic Regression Log Lambda / Coefficients Graph Explanation

Dr. Ballings,

Sorry if this is violating the posting guide, but it wouldn't let me paste in the graph I refer to.

On page 104 of the book, you have a graph showing bigger lambda results in more coefficients shrunk to zero.

There are different colored lines. Can you explain what the lines are? Are they each different variables' coefficients?

If they are, I only see 5 lines. A green, black, light blue, purple, and a dark blue line.


Answers and follow-up questions

Answer or follow-up question 1

Dear Michael,

Indeed each line denotes the evolution of the coefficient of a variable. If you have more variables in your data than you see lines, it
means that some of them are overlapping.

Michel Ballings

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