Lasso Reference Manual

Publisher: Stata Press
Copyright: 2021
ISBN-13: 978-1-59718-337-6
Pages: 386

Table of contents
Lasso intro Introduction to lasso
Lasso inference intro Introduction to inferential lasso models


bicplot Plot Bayesian information criterion function after lasso


coefpath Plot path of coefficients after lasso


Collinear covariates Treatment of collinear covariates


cvplot Plot cross-validation function after lasso


dslogit Double-selection lasso logistic regression
dspoisson Double-selection lasso Poisson regression
dsregress Double-selection lasso linear regression


elasticnet Elastic net for prediction and model selection


estimates store Saving and restoring estimates in memory and on disk


Inference examples Examples and workflow for inference
Inference requirements Requirements for inference


lasso Lasso for prediction and model selection
lasso postestimation Postestimation tools for lasso for prediction


lassocoef Display coefficients after lasso estimation results


lasso examples Display coefficients after lasso estimation results


lasso fitting The process (in a nutshell) of fitting lasso models


lassogof Goodness of fit after lasso for prediction


lasso inference postestimation Postestimation tools for lasso inferential models


lassoinfo Display information about lasso estimation results


lassoknots Display knot table after lasso estimation


lasso options Lasso options for inferential models


lassoselect Select lambda after lasso
poivregress Partialing-out lasso instrumental-variables regression
pologit Partialing-out lasso logistic regression
popoisson Partialing-out lasso Poisson regression
poregress Partialing-out lasso linear regression


sqrtlasso Square-root lasso for prediction and model selection


xpoivregress Cross-fit partialing-out lasso instrumental-variables regression
xpologit Cross-fit partialing-out lasso logistic regression
xpopoisson Cross-fit partialing-out lasso Poisson regression
xporegress Cross-fit partialing-out lasso linear regression


Glossary


Combined author index
Combined subject index