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.

probably waiting for ppl to write one https://github.com/FixedEffects/FixedEffectModels.jl

This does not work for mixed models.

It does not. I have started working on a package for mixed models with regularized fixed effects, but I won’t have more time to make it fully functional for several weeks.

While nice this is not a mixed model.

Hey any chance you finished this? I did my analysis in R in the end but would be curious if you managed to complete your work.