This question is clearly off-topic on Stack Overflow (it asks for package recommendations). However, as the answer shows it should be (possibly with some minor revision) a good fit for CV. So why was it migrated?
I think the decision to migrate my question reflects an over-zealous concern by the moderators for maintaining a strict separation from SO. Questions about software are appropriate on CV. The FAQ (I wrote the first version) includes "statistical and data-driven computing". Asking what package implements a specific procedure falls directly into that category.
Also, the question is not appropriate on SO because I wasn't asking a programming question.
I disagree with @gung that CV questions should only be asking about "a statistical (machine learning, etc.) concept / principle". That is clearly too restrictive according to the FAQ (or whatever it is now called at https://stats.stackexchange.com/tour).
If it is inappropriate to ask a question about software on SO or CV, where should it be asked? I think it is reasonable to think that all (good) questions should have a home on the SE network, and so I do not agree that the question needs to be shunted off to one of the R lists.
I could have written the question differently as @gung has suggested, but then it would be a different question, and not the one I wanted answering.
So my view, for what it is worth, is that the question is a good fit for CV and does not need revising.
Software-specific questions have always been a touchy subject here. When questions are only about how to do something in
R, or what does this error message mean, or what is the code for, or what is the package for, are off-topic for CV. However, it can be tricky. For what it's worth, my rule is simple: what does the OP need explained? If it is a statistical (machine learning, etc.) concept / principle, then it belongs here; if it is something about the language / software, it doesn't. In the case of that thread, the answer was ultimately about the current state of statistical science on the topic, so I would agree that it belongs on CV. But, that was presumably not known to the migrators of the thread.
In addition, another point about migration of
R-related threads needs to be made clearer here on CV. In the little that I follow SO, and in the discussions about migration of
R questions, it has become apparent that any
R-related question needs to have a reproducible example to be on-topic on SO. That is, it needs some minimal data and code that will allow potential answerers on SO to reproduce the issue. That question did not have such, so I wouldn't have voted to migrate (I would have voted to close, though--mistakenly given the true nature of the answer). I think that question was tricky in that it seems to be of such a nature that it doesn't need a reproducible example. But my understanding of on- / off-topic criteria for
R questions on SO is that they construe programming questions quite narrowly. That is, since it wouldn't need a reproducible example, it is off-topic.
Another issue, I think, is that people seem to believe that all questions should have a home somewhere in the SE system. This belief leads people to think, 'it's either on-topic here or on SO, and it's not on-topic here, thus by disjunction, it must be on-topic on SO'. However, many
SPSS) related questions will not be on-topic on either site, but should be asked on the r-help-listserv (statalist, etc.). That is where I would have encouraged the OP to ask.
As far as I know, the requirement of having a reproducible example on SO is not so rigid for other languages (e.g.,
Personally, I would be fine, given the answer, if the question were migrated back to CV. (I might edit the question to say something like, 'why doesn't there seem to be a package for LASSO standard errors, are they difficult to compute?', though, to make it easier to find, and easier to see it's statistical nature.)
This is not a particularly great question for Stack Overflow. I wouldn't necessarily have closed it if it had been asked there, but given it was originally asked here and arguably isn't wholly inappropriate I'm not going to waste time trying to re-write it to fit somewhere else - y'all can edit / answer / close / continue discussing as you feel appropriate.
Since it did collect an additional answer on Stack Overflow (from a member of this site), I migrated it back and closed the original as a duplicate (and then deleted the original just to simplify things - all outstanding links will now redirect to the most recent version of this question).
Remember: migrations are fairly permanent unless you get moderators from multiple sites involved in cleaning them up. Generally you'll want to avoid migrating borderline questions, since it just makes things difficult.