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edit approved Dec 5, 2019 at 11:27
Steffen Moritz
edit approved Dec 5, 2019 at 11:27
Steffen Moritz
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I am using glmnet for LASSO. My data set contains several continuous variables and one categorical variable (it has four levels). I wondered if I could treat three dummy variables as other continuous variables. Should I use a type of group LASSO approach for the three dummies? I'm sorry if this is a dumb question.

I am using glmnet for LASSO. My data set contains several continuous variables and one categorical variable (it has four levels). I wondered if I could treat three dummy variables as other continuous variables. Should I use a type of group LASSO approach for the three dummies? I'm sorry if this is a dumb question.

I am using glmnet for LASSO. My data set contains several continuous variables and one categorical variable (it has four levels). I wondered if I could treat three dummy variables as other continuous variables. Should I use a type of group LASSO approach for the three dummies?

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Jenny
Jenny
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glmnet, categorical variable, group lasso?

I am using glmnet for LASSO. My data set contains several continuous variables and one categorical variable (it has four levels). I wondered if I could treat three dummy variables as other continuous variables. Should I use a type of group LASSO approach for the three dummies? I'm sorry if this is a dumb question.