title: Lasso regression, no variable was dropped
body: <p>I am performing lasso regression in R for binary response variable.</p>
  
  <p>I am using <code>cv.glmnet</code> to find the best lambda and using <code>glmnet</code> to check the coefficients for the best lambda case. When calling both functions, I specify <code>standardize =TRUE</code> and <code>alpha = 1</code>. </p>
  
  <p>I have about 40 variables in my case and I am sure some of them are strongly correlated with each other from scatterplots and <code>vif</code>(when I was performing logistic regression on the same data).</p>
  
  <p>The best lambda that I got from my lasso regression is &lt;0.001 and no variable is dropped in the best model (with lambda = best lambda).</p>
  
  <p>Wondering why no variable was dropped.</p>