Question: Significant of LASSO regression parameters
1
gravatar for M K
4.1 years ago by
M K490
United States
M K490 wrote:

I used LASSO regression as a variable selection to my genetic data, but results of LASSO just give the estimated parameters without any significant of them. Is there any way to get the sig. of those parameters. 

R • 1.4k views
ADD COMMENTlink modified 4.1 years ago by matted7.2k • written 4.1 years ago by M K490
3
gravatar for matted
4.1 years ago by
matted7.2k
Boston, United States
matted7.2k wrote:

This is an active area of recent research and isn't as straightforward as plain linear regression.  See this paper for one approach: "A significance test for the lasso".

ADD COMMENTlink written 4.1 years ago by matted7.2k
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