title: Get z-scores of coefficients using glmnet
body: <p>I am using the <code>glmnet</code> package to get LASSO estimates, as follows:</p>
  <pre><code>model &lt;- cv.glmnet(data, return, standardize = TRUE)
  </code></pre>
  <p>I am able to extract the coefficients using <code>coef(model)</code>, however, I couldn't figure out a way of getting the <strong>standard error</strong> and <strong>Z-score</strong> for each variable.</p>