LASSO Variable Selection

1 Exercise:

For a high dimensional dataset having n<p (n=200, p=500), is it possible to fit a linear regression on that directly?

HighDim <- read.csv(file = "https://xiaoruizhu.github.io/Data-Mining-R/lecture/data/HighDim.csv")

Can we do subset variable selection? How about LASSO variable selection?

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