LASSO or step-wise regression for Julia

Domains Statistics
#1

I want to write a julia script to run a linear mixed model with a lasso regression as my code in R is quite slow. Is there a package that works with the mixed models package that implements lasso or stepwise regression?

I will be using MixedModels.jl Documentation · MixedModels.

#2

probably waiting for ppl to write one GitHub - FixedEffects/FixedEffectModels.jl: Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables

1 Like