cap program drop classoselect program define classoselect, eclass syntax [if] [in] [, /// POSTselection /// use postselection (unpenalized) coefficients; the default PENalized /// use penalized coefficients Group(real 0) /// report the result of certain group number; default is in e(group) * /// ] if ("`e(cmd)'" != "classifylasso") exit if ("`postselection'" == "postselection") ereturn local coef = "postselection" if ("`penalized'" == "penalized") ereturn local coef = "penalized" if (`group' > 0) ereturn scalar group = `group' end