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
Related Posts with How to get controls selected for the variables of interest using lasso for inference
dkdensity: Stata module for deconvolution kernel density estimation and construction of its uniform confidence banddkdensity: a Stata module for deconvolution kernel density estimation (kernel density estimation rob…
fusion of two variables that measure the same but have two different namesDear members, I have appended a data set but made the mistake of misspelling the variable "dateofin…
Question on how to rearrange household dataHi all Statalist! I am using Stata 16 on a MacOS High Sierra (Version: 10.13.6). I have a question…
difference in difference error :(hello everybody, I am going to analysis a policy which influences the GDP of different countries, bu…
Problem with merging of datasetsHello, For a research I want to combine 3 datasets. First I want to combine the AuditAnalytics data…
Subscribe to:
Post Comments (Atom)
0 Response to How to get controls selected for the variables of interest using lasso for inference
Post a Comment