running crossvalidation many times MSE for Lasso regression

On 22/10/2023 7:01 p.m., Bert Gunter wrote:

No error message shown Please include the error message so that it is
not necessary to rerun your code. This might enable someone to see the
problem without running the code (e.g. downloading packages, etc.)

And it's not necessarily true that someone else would see the same error
message.

Duncan Murdoch

-- Bert

On Sun, Oct 22, 2023 at 1:36?PM varin sacha via R-help
<r-help at r-project.org> wrote:

Dear R-experts,

Here below my R code with an error message. Can somebody help me to fix

this error?

Really appreciate your help.

Best,

############################################################
# MSE CROSSVALIDATION Lasso regression

library(glmnet)

x1=c(34,35,12,13,15,37,65,45,47,67,87,45,46,39,87,98,67,51,10,30,65,34,57,68,98,86,45,65,34,78,98,123,202,231,154,21,34,26,56,78,99,83,46,58,91)

x2=c(1,3,2,4,5,6,7,3,8,9,10,11,12,1,3,4,2,3,4,5,4,6,8,7,9,4,3,6,7,9,8,4,7,6,1,3,2,5,6,8,7,1,1,2,9)

y=c(2,6,5,4,6,7,8,10,11,2,3,1,3,5,4,6,5,3.4,5.6,-2.4,-5.4,5,3,6,5,-3,-5,3,2,-1,-8,5,8,6,9,4,5,-3,-7,-9,-9,8,7,1,2)

T=data.frame(y,x1,x2)

z=matrix(c(x1,x2), ncol=2)
cv_model=glmnet(z,y,alpha=1)
best_lambda=cv_model$lambda.min
best_lambda


# Create a list to store the results
lst<-list()

# This statement does the repetitions (looping)
for(i in 1 :1000) {

n=45

p=0.667

sam=sample(1 :n,floor(p*n),replace=FALSE)

Training =T [sam,]
Testing = T [-sam,]

test1=matrix(c(Testing$x1,Testing$x2),ncol=2)

predictLasso=predict(cv_model, newx=test1)


ypred=predict(predictLasso,newdata=test1)
y=T[-sam,]$y

MSE = mean((y-ypred)^2)
MSE
lst[i]<-MSE
}
mean(unlist(lst))
##################################################################