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arlionn / lassopack

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

Home Page:https://statalasso.github.io/

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lassopack

This is the github repository of lassopack.

Please check our website at https://statalasso.github.io/.

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

https://statalasso.github.io/

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