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  1. statalasso.github.io statalasso.github.io Public

    This is the website repository for the Stata packages lassopack & pdslasso. Please visit:

    HTML 5 1

  2. lassopack lassopack Public

    LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation

    Stata 5 3

  3. pdslasso pdslasso Public

    PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference

    Stata 5 2

  4. lassologit lassologit Public

    logistic lasso in Stata

    Stata