I have real-time monitoring data where participants report on a variety of variables four times per day for a month. Is it possible to use LASSO regression (e.g,. glmnet r package) with this data? I'm interested in seeing which of 15 level-1 variables (i.e., responses within people) are most relevant as correlates of another level-1 variable measured at the same time. There are no level-2 predictors.

I've seen this answer for panel data (Dealing with hierarchical (panel, multi-level) data and fixed effects in LASSO?) but I'm not sure that it is similar enough to my data.


Evan! Hi! It's Sam B, former resident of one-office-over. Funny meeting you here. Did you ever find a solution to your problem? In googling, I discovered both your question and this R package, which seems to have been released since your post.

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  • $\begingroup$ Thanks Sam! Good to hear from you and yep! This is exactly what I found. $\endgroup$ – Evan Kleiman May 26 '19 at 18:51

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