Someone on the users list asked about lasso regression in Stan, and Ben replied: In the rstanarm package we have stan_lm(), which is sort of like ridge regression, and stan_glm() with family = gaussian and prior = laplace() or prior = lasso(). The latter estimates the shrinkage as a hyperparameter while the former fixes it […] The post Lasso regression etc in Stan appeared first on Statistical Modeling, Causal Inference,…