# #StackBounty: #r #regression #lasso #regularization #ridge-regression Is this the correct way to run an adaptive LASSO?

### Bounty: 50

I have been using the code here to run an adaptive LASSO in R using `glmnet`. Essentially it first runs ridge regression to get coefficients for each predictor. It then tunes lambda in the second step using penalty factor of: $$frac{1}{abs({coefficient from ridge regression})}$$.

Get this bounty!!!

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