Dear all

I am trying to run the following lasso command:

lasso linear outcome $controls, rseed(1234)

But stata does not recognize the command, I can see the manual here https://www.stata.com/manuals/lasso.pdf, but it does not talk about installing the command and I have tried to find out if I have to install but does not seem to be the case. For reference, I am using STATA SE 15.1

Is this a problem of my stata version or the command?

Many thanks