Hello,
I am currently attempting to implement variable selection using LASSO. Unfortunately, since my data is frequency and generally overdispersed, I would need to use either Negative Binomial or Poisson regression. I know there is a function in MATLAB (lassoglm) which would allow L1 regularization of most applicable distributions (but not neg binomial or quasi-poisson). Is there any way I could implement LASSO based on this data?
Any help is appreciated.
I am currently attempting to implement variable selection using LASSO. Unfortunately, since my data is frequency and generally overdispersed, I would need to use either Negative Binomial or Poisson regression. I know there is a function in MATLAB (lassoglm) which would allow L1 regularization of most applicable distributions (but not neg binomial or quasi-poisson). Is there any way I could implement LASSO based on this data?
Any help is appreciated.