Does fitglm do regularization?
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It's unclear to me if the fitglm function can do any kind of regularization. I see there is an older function, lassoglm, which supported Lasso or elastic net regularization for GLMs, but it seems to use the old way of returning a coefficients matrix instead of a model object.
Is there any way to get fitglm to use a specific type of regularization (lasso, elastic net, ridge) or do I just need to use lassoglm the old way?
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