I find that setting normalize has no effect on the coefficients when doing
a plot using Lasso. Is that correct?

Here's what I was trying:

            clf    = linear_model.Lasso(fit_intercept=False, normalize=z)

z takes on True or False. I then take a fit by varying alpha, and plot the
value of the coefficients [literally cutting and pasting the code from the
tutorial to do this.]

The resulting graph regardless of z is identical in values of the
coefficient.

Best Regards.
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