Home  /  Bookstore  /  Documentation  /  Lasso Reference Manual

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.

Lasso Reference Manual for Stata
Download »

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 Examples of lasso for prediction

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


Combined author index
Combined subject index