<p>I recently came across the following question on Stackoverflow (after getting stuck on the same issue independently):</p>
<p><a href="https://stackoverflow.com/questions/60439187/why-grpreg-library-and-gglasso-library-in-r-are-giving-different-results-for-gro">https://stackoverflow.com/questions/60439187/why-grpreg-library-and-gglasso-library-in-r-are-giving-different-results-for-gro</a></p>
<p>It turns out that the answer is nuanced and relates to the impact of group-wise orthogonalization on the group lasso penalty.</p>
<p>I think it is worth writing down the answer to the above question; however I don't want to answer on Stackoverflow, because math mode seems not to be enabled and also it seems that the question would be of a lot more interest to the cross-validated community.</p>
<p>Given the above, how should I proceed?</p>
<ol>
<li>Open a similar (better phrased) question on cross-validated and answer myself and then link to the response as a comment on the Stackoverflow post?</li>
<li>Bite the bullet and reply directly on Stackoverflow?</li>
<li>Is there any other reasonable option?</li>
</ol>
