Or are they impossible to use for inferential purposes? Lasso sets coefficients to 0, so is it possible to run post ANOVA contrasts on this model?
Or are Ridge/Lasso/elastic net procedure strictly for prediction purposes.
I’m wondering because in ANOVA sometimes when I run it or mixed effect models I get rank deficiency issues in R. Probably because my strategy a lot of times is to start with models with all interactions included and go back from those, but I still end up with rank deficiency sometimes. Probably from multicollinearity
Is it possible to use Lasso to select the final model to perform the ANOVA/contrasts?