Lasso Reference Manual

Publisher: Stata Press
Copyright: 2019
ISBN-13: 978-1-59718-285-0
Pages: 351
Supplemental materials

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


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 inferential models
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