running crossvalidation many times MSE for Lasso regression

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-- 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))
##################################################################