Significant of LASSO regression parameters

Question

[M K]

I used LASSO regression as a variable selection to my genetic data, but results of LASSO just give the estimated parameters without any significant of them. Is there any way to get the sig. of those parameters.

Answer 1

[matted]

This is an active area of recent research and isn't as straightforward as plain linear regression. See this paper for one approach: "A significance test for the lasso".