I run a lasso for inference model using double selection:
dsregress depvar i.variable_of_interest1 i.variable_of_interest2, controls($cont i.($cat)) rseed(12345)
And store the estimates:
estimates store ds_plugin
I can look at the controls selected for the dependent variable:
lassocoef(ds_plugin, for (dapvar))
What I would like to do is look at the controls selected for the variables of interest - so at the moment I am writing:
lassocoef(ds_plugin, for (variable_of_interest1))
However I get an error with this:
can not find result for variable_of_interest1
r(111)
I am inputting the same code as in the lasso manual so am unsure why it is not working for me. If anyone could explain that would be really helpful
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