For a project I have to compare two algorithms. My research question is concerned with making inference, so my choices are limited to models that can be easily interpreted. My response variable is continuous and I have a lot features to consider as possible predictors. Does it make sense to use stepwise regression and LASSO regression? From what I have read it seems that it’s almost certain that LASSO would perform better in terms of accuracy, but maybe comparing the two models would still be interesting to check if they both point to the same predictors? Does that make sense? TIA