Performing a LASSO Regression


Using some basic R functions, you can easily perform a Least Absolute Shrinkage and Selection Operator regression (LASSO) and create a scatterplot comparing predicted results vs. actual results.

In this example the mtcars dataset contains data on fuel consumption for 32 vehicles manufactured in the 1973-1974 model year. This example compares actual fuel consumption to predicted fuel consumption using a LASSO regression.


Patrick Wiese, ASA

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