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I have learned lot's of Lasso regression models(20000) using glmnet. I need to compute somehow test statistics for each features of models. like F-statistics,...

Can I do this using bootstrapping ? if yes, how is it possible ?

user2806363
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  • Do you mean you've fit a model to 20000 _variables_ using the lasso, or 20000 _models_? I can't imagine a situation where it's the latter.... – Hong Ooi Oct 14 '14 at 23:13
  • no, I mean how to compute F-statistics for each features of regression model. – user2806363 Oct 15 '14 at 08:33

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