Dear all,

I am running a cvlasso using sjlog in order to keep track of my commands with a log, but now I am unable to get the labels of the variables. In addition, since some of the variables come after their interaction, c. Variable1#c. Variable2, their names are somehow titled not appearing, well, say something like
c. Variab~1#c. Variab~2, c.Variab~1#c.Variable~3 and so one

Usually, I use esttab, estout and their relative option commands for table creation. So, I would like to ask you what the alternatives are to getting nice publishing tables similar to esttab, estout here in order to get tables with Lasso and Post-est OLS coefficients for each model I run, with the selected variables named by their label. Or, to put it another way, are esttab and estout compatible with cvlasso and lasso2, and how do you add them to the command line in order to export a latex or rtf file? I looked through the cvlasso options and didn't see anything like that.

The code I run for this example of six variables is:
Code:
log using model1, replace
sjlog using model1, replace

 log on

cvlasso pcw gkr hc em size prices c. Var_*#c. Var_* , h(1) roll  postres plotcv  

cvlasso,  lop  postres

predict cf, xb   lop noisily
graph export Figure_1.pdf, replace
 
 sjlog close, replace
Thank you for your inputs in advance