Distribution of the shrinkage parameters in different scenarios and sample sizes.

<p>Data represent median values as well as 1^st and 3^rd quartiles of the cross-validated tuning parameters for n = 50, 110 and 500 and both simulation scenarios. Ridge method (Ridge); least absolute shrinkage and selection operator (LASSO); elastic net L1-L2 (Enet 1), elastic net L2-L1 (Enet 2), elastic net L1+L2 (Enet 3).</p><p>Distribution of the shrinkage parameters in different scenarios and sample sizes.