I copy and pasted these packages from a list I had prepared months ago when I was new to Julia & wanted to contribute to some of the ML packages.
There is a ton of great Julia stuff that is hard to discover.
Here is what I wrote about this in March:
To repeat, MLJLinearModels.jl is likely your best bet, prob b/c it has great maintainers & is part of the AlanTuringInstitute.