Lasso Reference Manual
| Publisher: | Stata Press |
| Copyright: | 2023 |
| ISBN-13: | 978-1-59718-387-1 |
| Pages: | 386 |
Suggested citation
StataCorp. 2023. Stata 18 Lasso Reference Manual. College Station, TX: Stata Press.
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 of lasso for prediction |
| 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 |
