Hi!
I have used the user-written cvlasso (Ahrens, A., Hansen, C.B., Schaffer, M.E. 2018. cvlasso: Program for cross-validation using lasso, square-root lasso, elastic net, adaptive lasso and post-OLS estimators. http://ideas.repec.org/c/boc/bocode/s458458.html) to simplify a model containing several interaction terms. For simplicity, let's say that the model is reduced to:
Code:
outcome = a + bX1 + cX2  dX3 + eX1X2 + fX1X3
I would like to understand more about the results, i.e., what the interaction terms mean. Normally, I would have used nlcom to do this, but in my case, I don't have the e(V), only e(b) and e(se). Is there any way to use nlcom when you dont have e(V)? Or is there any similar Stata command that can do the job?

Best,
Kjell