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Webinar: Inference after lasso model selection

Overview

Duration: 1 hour
Where: Join us from anywhere!
Cost: Free—but registrations are limited

The increasing availability of high-dimensional data and increasing interest in more realistic functional forms have sparked a renewed interest in automated methods for selecting the covariates to include in a model.

Join David Drukker, Executive Director of Econometrics, as he discusses the promises and perils of model selection. In this webinar, David will introduce estimators that provide reliable inference after model selection. He will demonstrate how to use Stata 16's new features for double selection, partialing out, and cross-fit partialing out to estimate the effects of variables of interest while using lasso methods to select control variables.

How to join

The webinar is free, but you must register to attend. Registrations are limited, so register soon. Register by clicking the desired date of your course above.

We will send you an email prior to the start of the course with instructions on how to access the webinar. You will need access to Adobe Connect to attend.

Don't miss this opportunity to see Stata's new lasso and elastic net features from the experts.

Presenter: David Drukker

David Drukker portrait

David M. Drukker is the Executive Director of Econometrics at Stata. His passion for programming enabled him to start working at Stata in 2000, when he finished his PhD in economics at the University of Texas at Austin. Since then he has developed many Stata commands for estimating treatment effects and for analyzing panel data, time-series data, and cross-sectional data. He played a key role in the initial development of Stata MP, helped integrate Mata into Stata, and helped develop Stata and numerical techniques.


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