Significant of LASSO regression parameters
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Entering edit mode
7.3 years ago
M K ▴ 600

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 • 2.1k views
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Entering edit mode
7.3 years ago
matted 7.7k

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".

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