I've run a LASSO to build a model out of ~60 potential predictors. I'm wondering what the next step is? If there were OLS regression I would find model fit statistics like R2 or AIC. I would also find some statistic like squared semi-partial correlation for each of the predictors.
I'm wondering if there is anything one can do for a LASSO model that tells you about its prediction accuracy, and the relative importance of the coefficients it has generated?