Can a LASSO be applied for predictor selection in a logistic GEE (generalized estimating equations) model for longitudinal data?
Is there an implementation of LASSO for a logistic GEE model for longitudinal data in either R or MATLAB?
Thanks!
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Here are two papers describing penalized estimating equations, of which the lasso penality would be a special case: [Penalized Generalized Estimating Equations for High‐Dimensional Longitudinal Data Analysis](https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1541-0420.2011.01678.x "Penalized Generalized Estimating Equations for High‐Dimensional Longitudinal Data Analysis") [Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models](https://www.tandfonline.com/doi/abs/10.1198/016214508000000184) – Will Townes May 21 '18 at 15:21