Hello Stata-Forum users,

I'm currently working on my master thesis using the lassologit command of the lassopack extension for my data. I wanted to know if anyone of you knows how lassologit or the lasso2 commands deal with multicollinearity issues. Do the models omit variables? I just didn't find information in the help file or in existing topics here.

Thanks for your attention.

best regards,
Franz Czyborra