BJ Data Tech Solution

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.

Loop Lasso Regression and Store Values
Loop Lasso Regression and Store Values

Hello everyone,

I try to loop a lasso regression but I do not know how to store the beta coefficients.

I use the the command -lasso2- from SSC.

The loop looks like this:

Code:

forvalues i = 1(1)10 {
                lasso2 y x1 x2 x3 x4 if time < `i', lic(bic) postres
        }

I tried to use the answer from the following post, but it seems not to work for the command -lasso2-: https://stackoverflow.com/questions/...e-coefficients

Best regards,
Steven

BJ Data Tech Solution

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