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Hello: I would like to select independent variables from a list of 150 using LASSO. Most of the independent variables are in Likert Scale (1-strongly disagree,..., 5-strongly agree). It is better to use those independent variables' ordinal nature instead of treating them as nominal independent variables.

I have checked two relevant posts:

  1. Logistic regression and ordinal independent variables

Here as @Scortchi notes, "you can extend the idea using orthogonal polynomials to code the ordinal predictor." (Agresti's book, Section 5.4.6).

  1. How to handle ordinal categorical variable as independent variable

The two posts are very helpful.

For my research, though, I would like to use LASSO with many ordinal predictors/independent variables.

So what am I supposed to do? Could I apply orthogonal polynomials in LASSO (For instance, in Post 1, gung - Reinstate Monica illustrated orthogonal polynomials. I am wondering if LASSO understands "ord.x.L, ord.x.Q, ord.x.C, ord.x^4" in the output)? Or take an easy way-out like treating ordinal predictors as continuous predictors in LASSO?

Thanks for any input/resources/posts.

Richard Hardy
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goren9
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