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The Stata Journal
Volume 20 Number 1: pp. 176-235

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lassopack: Model selection and prediction with regularized regression in Stata

Achim Ahrens
Public Policy Group
ETH Zürich
Zürich, Switzerland
[email protected]
 Christian B. Hansen
University of Chicago
Chicago, IL
[email protected]
Mark E. Schaffer
Heriot-Watt University
Edinburgh, UK
[email protected]
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View all articles with these keywords: lasso2, cvlasso, rlasso, cvlassologit, lassologit, rlassologit, lasso2 postestimation, lassologit postestimation, rlasso postestimation, lasso, elastic net, square-root lasso, cross-validation

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