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Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.

Sparse group Lasso for multinomial logistic regression
Sparse group Lasso for multinomial logistic regression

Hi everyone,

I'm planning to do a multinomial logistic regression and would like to use the sparse group lasso for variable selection. There's a package in R, and I wanted to confirm with the STATA community that no such package exists in STATA? Or any sparse group functions implemented in existing standard lasso packages?

Thanks.

Best wishes,

Gil

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