“Statistical predictions with glmnet” (2019), by Solveig Engebretsen et al. Mathematics research paper. Original abstract below, unchanged. A free PDF is available.

Statistical predictions with glmnet

Solveig Engebretsen, Jon Bohlin · August 23, 2019 · Mathematics

Abstract

Elastic net type regression methods have become very popular for prediction of certain outcomes in epigenome-wide association studies (EWAS). The methods considered accept biased coefficient estimates in return for lower variance thus obtaining improved prediction accuracy. We provide guidelines on how to obtain parsimonious models with low mean squared error and include easy to follow walk-through examples for each step in R.

Free PDF DOI: 10.1186/s13148-019-0730-1