Subsetting non-zero regressors post-LASSO

General
1

Hi, I’ve run a LASSO regression on my “dataset_1” dataset and that has penalized a number of my regressors to zero. Is there a way to subset that dataset into a new dataset that will only have the regressors that are still non-zero? For example, if “dataset_1” has objects


obj_1, obj_2, obj_3, obj_4, obj_5

and the LASSO penalized


obj_1, obj_2, obj_3

to zero, is there a way to subset “dataset_1” to only include


obj_4, obj_5
3

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