I encountered this error when I was running the Lasso, "error in postselection b".
Code:
Grid value 38: lambda = .0134879 no. of nonzero co > ef. = 216 Folds: 1...5....10 CVF = 1.175981 ... cross-validation complete ... minimum found error in postselection b r(430); end of do-file r(430);
Code:
lasso logit `var' _* if treat_group==4, selection(cv) rseed(1)
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