I am interested in utilizing caret for making inferences on a particular data set. Is it possible to do the following:
produce coefficients of a glmnet model I trained in caret. I would like to use glmnet because of the inherent feature selection as I do not believe glm has it?
other than the ROC metric, is there another metric that I can utilize to asses fit of the model? Such as adjusted $R^2$?
The purpose of this analysis is to derive some inference on the effects of particular variables, rather than for prediction. I just like the caret package because it's been easy to work with thus far using matrices.