Does anyone know of package that implements a tobit model with L1 and L2 (lasso and ridge) penalties aka elastic net.

I am interested in an elastic net implementation of tobit because my variables are SNPs genotypes/dosage in Linkage disequilibrium and elastic net type models to well for that.

The closest I found was
The R Brq package implement the Bayesian Tobit quantile regression model with adaptive lasso penalty and will limit itself to an L1 penalty.

p.s. I cannot do this by combining the penalized package and survreg as the penalized package does not yet allow for survreg models (as per Terry Therneau).



Hugues Sicotte, Ph.D.
Assistant Professor in Medical Informatics
Bioinformatics Core
Division of Biomedical Statistics and Informatics
Phone: 507-538-3866
Fax: 507-284-0360
Email: sicotte.hugues@mayo.edu<mailto:sicotte.hugues@mayo.edu>
____________________________________________
Mayo Clinic
200 First Street SW
Rochester, MN 55905
www.mayoclinic.org


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