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Re: st: Features for Stata 14


From   László Sándor <[email protected]>
To   [email protected]
Subject   Re: st: Features for Stata 14
Date   Sun, 8 Sep 2013 22:21:05 -0400

Also, fast LASSO built-in would be great, and perfect make sense. At
least until -stepwise- is in there…

And also some FDR, unless I am embarrassingly unaware of it being
already available.

There is code already here, with some neat examples below.
http://faculty.chicagobooth.edu/christian.hansen/research/

The recorded lecture comes from a little session at the NBER summer
institute, well worth watching: https://vimeo.com/user2025783

On Tue, Sep 3, 2013 at 3:03 PM, László Sándor <[email protected]> wrote:
> Richard, sure, capture would help, but I cannot add -capture noisily-
> to all my lines?! (OK, there are surely lines where it is genuinely
> foolish to proceed after an error, but I argue that for a batch of
> analysis there are plenty of situations where we could proceed
> safely.)
>
> I don't even understand why -do, nostop- does not always do the trick, btw.
>
> Thanks!
>
> On Tue, Sep 3, 2013 at 3:43 PM, Richard Williams
> <[email protected]> wrote:
>> At 01:34 PM 9/3/2013, László Sándor wrote:
>>
>>> And I could also imagine some more gracious error handling. Sometimes
>>> not even -do, nostop- works for me, and my long jobs in batches crash
>>> because of a single subgroup of outcome variable I was looping over
>>> produced something weird for some command. I would still be interested
>>> in the rest of the output…
>>
>>
>> Will -capture- help with such situations?
>>
>>
>> -------------------------------------------
>> Richard Williams, Notre Dame Dept of Sociology
>> OFFICE: (574)631-6668, (574)631-6463
>> HOME:   (574)289-5227
>> EMAIL:  [email protected]
>> WWW:    http://www.nd.edu/~rwilliam
>>
>>
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