Feature request: regularized multinomial logistic regression

[DilumAluthge]

Currently, Econometrics.jl allows the user to fit unregularized multinomial logistic models.

It would be great to also have support for regularized multinomial logistic models, specifically:

• Lasso (L1)
• Ridge (L2)
• Elastic net (combination of lasso and ridge)

cc: @Nosferican