LASSO or step-wise regression for Julia

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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.

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

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This does not work for mixed models.

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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.

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While nice this is not a mixed model.

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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.

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I’ve written a package for estimating high dimensional mixed effect models: GitHub - solislemuslab/HighDimMixedModels.jl. The fitting procedure uses a coordinate gradient descent method to maximize a penalized likelihood

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