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How can I keep a large a number of variables in STATA
How can I keep a large a number of variables in STATA

Hello,

I would like to do the OLS after variables selection by LASSO. Lasso selected about 70 variables. How could I keep these variables, drop other unselected variables, so that I could do the following step?

Thank you very much!

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How can I keep a large a number of variables in STATA

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