I'm building a logistic regression in R using LASSO method with the functions
cv.glmnet for selecting the
glmnet for the final model.
I already know all the disadvantages regarding the automatic model selection but I need to do it anyway.
My problem is that I need to include factor (categorical) variables in the model, is there any way to do it without creating a lot of dummy variables? This variables are almost all strings and not numbers.