Hi all, I'm using the lasso commands to select variables from Stata 16. Here is my example code:

Code:
sysuse auto
lasso linear price mpg rep78 weight length foreign
lassocoef
Then Stata will return a table of selected variables like this:
active
mpg x
rep78 x
weight x
length x
foreign x

I'm hoping to store the list of selected variables in a local or global macro for later use, but I didn't find any stored results in r() class that I can use. How can I do this? Thank you!