Dear Stata Users,
I am running a regression through the lasso command in Stata 16. My aim is to use a data-driven approach to find a more parsimonious model.
This is the command
. lasso logit event1 (ib1.ukborn ib1.sex c.agen ib1.educ2) i.tenure3 i.save i.contr2 i.finnow2 i.finfut i.tercile i.means_ben
> efits22 [iw=weightres4] if agen>29&agen<36&tercile<6&jbstat!=7&evunion==2&ten ure3<4&save<2&finfut<4&finnow2<4&mach2!=., selectio
> n(adaptive)
These are the two first lines of the output.
Lasso step 1 of 2:
note: 2.ukborn dropped because it is constant
note: 2.educ2 dropped because it is constant
I do not understand why the levels of these variables, which should be forced to be in the model,are dropped.
They are generally estimated by logit regressions (without lasso).
Thank you in advance.
Lydia
Related Posts with Forced variables dropped when using lasso
cox proportional hazard ratio with time varying covariateDear Stata community, I am struggling with cox proportional hazard ratio. I was wondering if you c…
Number of firms by different countriesHi STATA experts, I am try to generate a descriptive statistics table that showing the number of fi…
Computing accuracy score on StataSay we have Stata variables "yBestPred", "sp" and "compliance": Code: list yBestPred 1. 1 2. 0…
Chi square tests on many variables in a panel datasetDear all, I have a panel dataset and I am trying to do simple chi-square tests by sex on about 140 v…
Stata 15 v 16 for latent class analysis (aka profile analysis)I want to identify discrete personality profiles for parenting styles. For example: I have 5 persona…
Subscribe to:
Post Comments (Atom)
0 Response to Forced variables dropped when using lasso
Post a Comment