I have almost no experience with math or stat, but I am trying to run an Adaptive LASSO on a continuous outcome with around 200 cases and a list of around 19 variables. some of these variables have 3 categories.

My question is, how can I have confidence intervals for coefficients in R?

Does the sample size enough to use an adaptive lasso?

Do I necessarily have to have the train and test data? or I can run the adaptive lasso on all the 200 cases?

Also, my other question is on the variables with more than 2 categories. How does adaptive lasso interpret that?