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I have a script that use glmnet to fit lasso logistic models. I would like to maintain the script as is and implement ot top of that the stabsel, I do not want to change the script to use lars instead of gmlnet.
Can you please add an example of stabsel applyed to glmnet?
See also
http://stackoverflow.com/questions/34063292/example-of-stabsel-with-glmnet