Could you please add a simple example for Lasso?
Assume I have a couple of variables in X and one variable in y. I wanna fit a Lasso (could be a simple OLS with a fixed lambda) and then get the inference for all the coefs. How could I do that? I've lost after reading the doc.
Could you please add a simple example for Lasso?
Assume I have a couple of variables in X and one variable in y. I wanna fit a Lasso (could be a simple OLS with a fixed lambda) and then get the inference for all the coefs. How could I do that? I've lost after reading the doc.