Lasso selecting all variables?

Hey guys,

I was working through a dataset in R, and was playing around with Lasso Regressions.

I noticed that depending on the seed I selected, I would get a model that selected all variables, or all the variables except one or two.

My question is, is there anything wrong with a Lasso that predicts all variables as non-zero? If so, how would I know what seed to choose in practice?

submitted by /u/probabilitped23eew
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Nevin Manimala

Nevin Manimala is interested in blogging and finding new blogs

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