I´m using Stata 16.1.
In my analysis I want to cluster standard errors at the individual level using double-selection lasso logistic regression.
My code is:
Code:
dslogit depvar controls, controls($myvarlistinf) rseed(123) lasso(*, selection(cv)) vce(cluster clustervar)
vcetype 'cluster' not allowed
r(198);
In the stata lasso reference manual - release 17, this vce type is allowed. In the help of Stata 16.1, it is not. Is it now simply the case, that it does not work with Stata 16.1 or am I missing an error in my code?
Thanks a lot!
Cheers
Franziska
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