[R] overall p-value for LASSO model resulting from glmnet

[HolgerK]

Dear experts, 

I am using the LASSO method (a shrinkage and selection method for linear
regression) to create regression models. I am using the package "glmnet" 
My aim is to calculate an overall p-value for a certain regression model
with a certain lambda. 
I would like to do this with a likelihood ratio test. Therefore, I need the
likelihood of the model.

Unfortunately, for the function "glmnet" I can find only in the documentary
the output "dev" which is explained as "The fraction of (null) deviance
explained (for "elnet", this is the R-square). The deviance calculations
incorporate weights if present in the model. The deviance is defined to be
-2*(loglike_sat - loglike), where loglike_sat is the loglikelihood for the
saturated model (a model with a free parameter per observation)".
Actually, is there a way to get directly the likelihood of a certain model?

Thank you so much

Holger

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