{smcl} {com}{sf}{ul off}{txt}{.-} name: {res} {txt}log: {res}C:\Users\ecomes\Documents\GitHub\lassopack\lassopack_v141incomplete\cs_lasso2.smcl {txt}log type: {res}smcl {txt}opened on: {res}24 Sep 2020, 22:18:04 {txt}r; t=0.02 22:18:04 {com}. about {txt}Stata/SE 16.1 for Windows (64-bit x86-64) Revision 30 Jun 2020 Copyright 1985-2019 StataCorp LLC Total physical memory: {res} 16.00 GB {txt}Available physical memory: {res} 6.73 GB {txt}Stata license: {res}5-user network perpetual {txt}Serial number: {res}401606228165 {txt}Licensed to: {res}Mark Schaffer Heriot-Watt University {txt}r; t=0.00 22:18:04 {com}. which lasso2 {txt}.\lasso2.ado {res}*! lasso2 1.0.12 xxsept2020 *! lassopack package 1.4.1 *! authors aa/ms {txt}r; t=0.00 22:18:04 {com}. which lasso2_p {txt}.\lasso2_p.ado {res}*! lasso2_p 1.0.06 14oct2019 *! lassopack package 1.4 *! authors aa/ms {txt}r; t=0.00 22:18:04 {com}. which lassoutils {txt}.\lassoutils.ado {res}*! lassoutils 1.2.03 xxxsept2020 *! lassopack package 1.4.1 *! authors aa/cbh/ms {txt}r; t=0.01 22:18:04 {com}. . * data source . //global prostate prostate.data . global prostate https://web.stanford.edu/~hastie/ElemStatLearn/datasets/prostate.data {txt}r; t=0.00 22:18:04 {com}. . * simple ridge regression program . cap program drop estridge {txt}r; t=0.00 22:18:04 {com}. program define estridge, rclass {txt} 1{com}. syntax varlist , Lambda(real) [NOCONStant] {txt} 2{com}. local yvar : word 1 of `varlist' {txt} 3{com}. local xvars : list varlist - yvar {txt} 4{com}. qui putmata X=(`xvars') y=(`yvar'), replace {txt} 5{com}. mata: n=rows(y) {txt} 6{com}. if ("`noconstant'"=="") {c -(} {txt} 7{com}. mata: X=X:-mean(X) {txt} 8{com}. mata: y=y:-mean(y) {txt} 9{com}. {c )-} {txt} 10{com}. mata: p=cols(X) {txt} 11{com}. mata: beta=lusolve(X'X+(`lambda')/2*I(p),X'y) {txt} 12{com}. tempname bhat {txt} 13{com}. mata: st_matrix("`bhat'",beta') {txt} 14{com}. mat list `bhat' {txt} 15{com}. return matrix bhat = `bhat' {txt} 16{com}. end {txt}r; t=0.00 22:18:04 {com}. . cap program drop comparemat {txt}r; t=0.00 22:18:04 {com}. program define comparemat , rclass {txt} 1{com}. syntax anything [, tol(real 10e-3)] {txt} 2{com}. local A : word 1 of `0' {txt} 3{com}. local B : word 2 of `0' {txt} 4{com}. tempname Amat Bmat {txt} 5{com}. mat `Amat' = `A' {txt} 6{com}. mat `Bmat' = `B' {txt} 7{com}. local diff=mreldif(`Amat',`Bmat') {txt} 8{com}. di as text "mreldif=`diff'. tolerance = `tol'" {txt} 9{com}. mat list `Amat' {txt} 10{com}. mat list `Bmat' {txt} 11{com}. return scalar mreldif = `diff' {txt} 12{com}. assert `diff'<`tol' {txt} 13{com}. end {txt}r; t=0.00 22:18:04 {com}. . * program to compare two vectors using col names . cap program drop comparevec {txt}r; t=0.00 22:18:04 {com}. program define comparevec , rclass {txt} 1{com}. syntax anything [, tol(real 10e-3)] {txt} 2{com}. local A : word 1 of `0' {txt} 3{com}. local B : word 2 of `0' {txt} 4{com}. tempname Amat Bmat {txt} 5{com}. mat `Amat' = `A' {txt} 6{com}. mat `Bmat' = `B' {txt} 7{com}. local Anames: colnames `Amat' {txt} 8{com}. local Bnames: colnames `Bmat' {txt} 9{com}. local maxdiff = 0 {txt} 10{com}. local num = 0 {txt} 11{com}. foreach var of local Anames {c -(} {txt} 12{com}. local aix = colnumb(`Amat',"`var'") {txt} 13{com}. local bix = colnumb(`Bmat',"`var'") {txt} 14{com}. //di `aix' . //di `bix' . local thisdiff=reldif(el(`Amat',1,`aix'),el(`Bmat',1,`bix')) {txt} 15{com}. if `thisdiff'>`maxdiff' {c -(} {txt} 16{com}. local diff = `thisdiff' {txt} 17{com}. {c )-} {txt} 18{com}. local num=`num'+1 {txt} 19{com}. {c )-} {txt} 20{com}. di as text "Max rel dif = `maxdiff'. tolerance = `tol'" {txt} 21{com}. mat list `Amat' {txt} 22{com}. mat list `Bmat' {txt} 23{com}. return scalar maxdiff = `maxdiff' {txt} 24{com}. assert `maxdiff'<`tol' {txt} 25{com}. end {txt}r; t=0.00 22:18:04 {com}. . . ******************************************************************************** . *** replicate glmnet *** . ******************************************************************************** . . sysuse auto, clear {txt}(1978 Automobile Data) r; t=0.00 22:18:04 {com}. drop if rep78==. {txt}(5 observations deleted) r; t=0.00 22:18:04 {com}. . global model price mpg-foreign {txt}r; t=0.00 22:18:04 {com}. . // # the following R code was run using ‘glmnet’ version 4.0-2 . /* > library("glmnet") > library("haven") > library("tidyverse") > > auto <- read_dta("http://www.stata-press.com/data/r9/auto.dta") > > auto <- auto %>% drop_na() > n <- nrow(auto) > > price <- auto$price > > X <- auto[,c("mpg","rep78","headroom","trunk", > "weight","length","turn", > "displacement","gear_ratio","foreign")] > X <- X %>% > mutate(foreign = as.integer(foreign)) %>% > as.matrix() > */ . . // single lambda, lasso . /* > > r<-glmnet(X,price,alpha=1,lambda=1000,thresh=1e-15) > > t(coef(r)) > 1 x 11 sparse Matrix of class "dgCMatrix" > [[ suppressing 11 column names ‘(Intercept)’, ‘mpg’, ‘rep78’ ... ]] > > s0 4336.84 . . . . 0.3819041 . . 3.289185 . . > */ . mat G = 0.3819041, 3.289185, 4336.84 {txt}r; t=0.00 22:18:04 {com}. lasso2 $model, lambda(1000) lglmnet {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 0.3819035 1.0396466 {txt}{space 5}displacement {c |}{col 21}{res} 3.2891898 8.8877339 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 4336.8413380 1234.0335107 {txt}{hline 18}{c BT}{hline 32} r; t=1.87 22:18:06 {com}. assert mreldif(e(b),G) <1e-5 {txt}r; t=0.00 22:18:06 {com}. . // single lambda, ridge . /* > > r<-glmnet(X,price,alpha=0,lambda=1000,thresh=1e-15) > > t(coef(r)) > 1 x 11 sparse Matrix of class "dgCMatrix" > [[ suppressing 11 column names ‘(Intercept)’, ‘mpg’, ‘rep78’ ... ]] > > s0 3425.776 -57.0062 296.9702 -392.4219 23.70664 > > s0 0.9938447 5.562674 -24.18045 8.855065 -536.018 > > s0 1726.658 > */ . mat G = -57.0062, 296.9702, -392.4219, 23.70664, 0.9938447, 5.562674, /// > -24.18045, 8.855065, -536.018, 1726.65, 3425.776 {txt}r; t=0.00 22:18:06 {com}. lasso2 $model, alpha(0) lambda(1000) lglmnet {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -57.0062055 -21.8051782 {txt}{space 12}rep78 {c |}{col 21}{res} 296.9701496 184.7934987 {txt}{space 9}headroom {c |}{col 21}{res} -392.4219414 -635.4921033 {txt}{space 12}trunk {c |}{col 21}{res} 23.7066545 71.4992915 {txt}{space 11}weight {c |}{col 21}{res} 0.9938448 4.5211613 {txt}{space 11}length {c |}{col 21}{res} 5.5626725 -76.4910106 {txt}{space 13}turn {c |}{col 21}{res} -24.1804578 -114.2776716 {txt}{space 5}displacement {c |}{col 21}{res} 8.8550641 11.5401247 {txt}{space 7}gear_ratio {c |}{col 21}{res} -536.0179206 -318.6478765 {txt}{space 10}foreign {c |}{col 21}{res} 1726.6581594 3334.8483415 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 3425.7767718 9789.4941906 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:06 {com}. assert mreldif(e(b),G) <1e-5 {txt}r; t=0.00 22:18:06 {com}. . // single lambda, elastic net . /* > > r<-glmnet(X,price,alpha=0.5,lambda=1000,thresh=1e-15) > > t(coef(r)) > 1 x 11 sparse Matrix of class "dgCMatrix" > [[ suppressing 11 column names ‘(Intercept)’, ‘mpg’, ‘rep78’ ... ]] > > s0 2883.129 -5.096381 . . . 0.692915 . . 5.942777 . > > s0 308.225 > */ . mat G = -5.096381, 0.692915, 5.942777, 308.225, 2883.129 {txt}r; t=0.00 22:18:06 {com}. lasso2 $model, alpha(0.5) lambda(1000) lglmnet {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -5.0963909 32.4482003 {txt}{space 11}weight {c |}{col 21}{res} 0.6929148 2.1201353 {txt}{space 5}displacement {c |}{col 21}{res} 5.9427779 14.0772143 {txt}{space 10}foreign {c |}{col 21}{res} 308.2249767 3853.0800775 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2883.1295527 -4933.0507249 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:06 {com}. assert mreldif(e(b),G) <1e-5 {txt}r; t=0.00 22:18:06 {com}. . // lasso, lambda grid . /* > > r<-glmnet(X,price,alpha=1,nlambda=5,thres=1e-15) > > r$lambda > [1] 1584.1894208 158.4189421 15.8418942 1.5841894 > [5] 0.1584189 > > r$dev.ratio > [1] 0.0000000 0.5272556 0.5970093 0.5988338 0.5988521 > */ . mat L = 1584.1894208, 158.4189421, 15.8418942, 1.5841894, 0.1584189 {txt}r; t=0.00 22:18:06 {com}. mat L = L' {txt}r; t=0.00 22:18:06 {com}. mat D = 0.0000000, 0.5272556, 0.5970093, 0.5988338, 0.5988521 {txt}r; t=0.00 22:18:06 {com}. mat D = D' {txt}r; t=0.00 22:18:06 {com}. lasso2 $model, lglmnet lcount(5) {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13}1584.18942{col 25} 0{col 31} 0.00000{col 43} 1104.38888{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 158.41894{col 25} 5{col 31}3107.35517{col 43} 1075.71990{txt} {res}{col 56} 0.5273{txt}{col 65}{c |}{res}{col 67}Added rep78 {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}headroom {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}weight {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}displacement {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}foreign. 3{txt}{col 7}{c |}{res} 3{col 13} 15.84189{col 25} 10{col 31}4584.90849{col 43} 1087.73051{txt} {res}{col 56} 0.5970{txt}{col 65}{c |}{res}{col 67}Added mpg {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}trunk length {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}turn {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gear_ratio. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.08 22:18:06 {com}. assert mreldif(e(lambdamat0),L) < 1e-5 {txt}r; t=0.00 22:18:06 {com}. assert mreldif(e(rsq),D) < 1e-5 {txt}r; t=0.00 22:18:06 {com}. . // ridge, lambda grid . /* > > r<-glmnet(X,price,alpha=0,nlambda=5,thres=1e-15) > > r$lambda > [1] 1584189.4208 158418.9421 15841.8942 1584.1894 > [5] 158.4189 > > r$dev.ratio > [1] 2.777378e-36 4.347508e-02 2.060125e-01 4.453574e-01 > [5] 5.744210e-01 > */ . mat L = 1584189.4208, 158418.9421, 15841.8942, 1584.1894, 158.4189 {txt}r; t=0.00 22:18:06 {com}. mat L = L' {txt}r; t=0.00 22:18:06 {com}. // first R-sq of glmnet appears to be wrong - see below . * mat D = 2.777378e-36, 4.347508e-02, 2.060125e-01, 4.453574e-01, 5.744210e-01 . * mat D = D' . lasso2 $model, alpha(0) lglmnet lcount(5) long {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 1.584e+06{col 25} 10{col 31} 6.52952{col 43} 1104.13041{txt} {res}{col 56} 0.0049{txt}{col 65}{c |}{res}{col 67}All {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}selected. {txt}{col 7}{c |}{res} 2{col 13} 1.584e+05{col 25} 10{col 31} 59.50834{col 43} 1102.09934{txt} {res}{col 56} 0.0435{txt}{col 65}{c |} {res}{txt}{col 7}{c |}{res} 3{col 13} 1.584e+04{col 25} 10{col 31} 470.11906{col 43} 1093.53830{txt} {res}{col 56} 0.2060{txt}{col 65}{c |} {res}{txt}{col 7}{c |}{res} 4{col 13}1584.18942{col 25} 10{col 31}2523.75949{col 43} 1082.05499{txt} {res}{col 56} 0.4454{txt}{col 65}{c |} {res}{txt}{col 7}{c |}{res} 5{col 13} 158.41894{col 25} 10{col 31}4405.02556{col 43} 1081.83852{txt}*{res}{col 56} 0.5744{txt}{col 65}{c |} {res}{txt}{helpb lasso2##aicbic:*}indicates minimum EBIC. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.06 22:18:06 {com}. assert mreldif(e(lambdamat0),L) < 1e-5 {txt}r; t=0.00 22:18:06 {com}. * assert mreldif(e(rsq),D) < 1e-5 . . // single lambda, ridge - see above . /* > > r<-glmnet(X,price,alpha=0,lambda=1584189.4208,thresh=1e-15) > > r$dev.ratio > [1] 0.004941719 > */ . lasso2 $model, alpha(0) lglmnet lambda(1584189.4208) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -0.4092178 -21.8051782 {txt}{space 12}rep78 {c |}{col 21}{res} 0.0465791 184.7934987 {txt}{space 9}headroom {c |}{col 21}{res} 0.6755847 -635.4921033 {txt}{space 12}trunk {c |}{col 21}{res} 0.3909418 71.4992915 {txt}{space 11}weight {c |}{col 21}{res} 0.0036401 4.5211613 {txt}{space 11}length {c |}{col 21}{res} 0.1022667 -76.4910106 {txt}{space 13}turn {c |}{col 21}{res} 0.3898556 -114.2776716 {txt}{space 5}displacement {c |}{col 21}{res} 0.0309961 11.5401247 {txt}{space 7}gear_ratio {c |}{col 21}{res} -4.3197832 -318.6478765 {txt}{space 10}foreign {c |}{col 21}{res} -0.1606565 3334.8483415 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 6108.1856291 9789.4941906 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:06 {com}. assert reldif(e(r2),0.004941719) < 1e-5 {txt}r; t=0.00 22:18:06 {com}. . // elastic net, grid of 5 . /* > > r<-glmnet(X,price,alpha=0.5,nlambda=5,thresh=1e-15) > > r$lambda > [1] 3168.3788416 316.8378842 31.6837884 3.1683788 > [5] 0.3168379 > > r$dev.ratio > [1] 0.0000000 0.5088361 0.5942304 0.5987942 0.5988517 > */ . mat L = 3168.3788416, 316.8378842, 31.6837884, 3.1683788, 0.3168379 {txt}r; t=0.00 22:18:06 {com}. mat L = L' {txt}r; t=0.00 22:18:06 {com}. mat D = 0.0000000, 0.5088361, 0.5942304, 0.5987942, 0.5988517 {txt}r; t=0.00 22:18:06 {com}. mat D = D' {txt}r; t=0.00 22:18:06 {com}. lasso2 $model, alpha(0.5) lglmnet lcount(5) long {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13}3168.37884{col 25} 0{col 31} 0.00000{col 43} 1104.38888{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 316.83788{col 25} 6{col 31}2671.08935{col 43} 1078.58843{txt}*{res}{col 56} 0.5088{txt}{col 65}{c |}{res}{col 67}Added mpg {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}rep78 {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}headroom {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}weight {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}displacement {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}foreign. 3{txt}{col 7}{c |}{res} 3{col 13} 31.68379{col 25} 10{col 31}4533.98792{col 43} 1086.61888{txt} {res}{col 56} 0.5942{txt}{col 65}{c |}{res}{col 67}Added trunk {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}length turn {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gear_ratio. {txt}{col 7}{c |}{res} 4{col 13} 3.16838{col 25} 10{col 31}4748.97046{col 43} 1087.25116{txt} {res}{col 56} 0.5988{txt}{col 65}{c |} {res}{txt}{col 7}{c |}{res} 5{col 13} 0.31684{col 25} 10{col 31}4771.40958{col 43} 1087.39686{txt} {res}{col 56} 0.5989{txt}{col 65}{c |} {res}{txt}{helpb lasso2##aicbic:*}indicates minimum EBIC. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.08 22:18:06 {com}. assert mreldif(e(lambdamat0),L) < 1e-5 {txt}r; t=0.00 22:18:06 {com}. assert mreldif(e(rsq),D) < 1e-5 {txt}r; t=0.00 22:18:06 {com}. . // single lambda, lasso, nocons . /* > > r<-glmnet(X,price,alpha=1,lambda=1000,intercept=FALSE,thresh=1e-15) > > t(coef(r)) > 1 x 11 sparse Matrix of class "dgCMatrix" > [[ suppressing 11 column names ‘(Intercept)’, ‘mpg’, ‘rep78’ ... ]] > > s0 . . . . . 0.379965 26.1441 . . . . > */ . mat G = 0.379965, 26.1441 {txt}r; t=0.00 22:18:06 {com}. lasso2 $model, lambda(1000) lglmnet nocons {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 0.3799620 2.3984497 {txt}{space 11}length {c |}{col 21}{res} 26.1441473 -6.2162671 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:06 {com}. assert mreldif(e(b),G) <1e-5 {txt}r; t=0.00 22:18:06 {com}. . // single lambda, lasso, no standardisation . /* > > r<-glmnet(X,price,alpha=1,lambda=1000,standardize=FALSE,thresh=1e-15) > > t(coef(r)) > 1 x 11 sparse Matrix of class "dgCMatrix" > [[ suppressing 11 column names ‘(Intercept)’, ‘mpg’, ‘rep78’ ... ]] > > s0 10119.16 . . . . 3.549222 -62.23642 -106.0307 > > s0 6.079465 . . > */ . mat G = 3.549222, -62.23642, -106.0307, 6.079465, 10119.16 {txt}r; t=0.00 22:18:06 {com}. lasso2 $model, lambda(1000) lglmnet nostd {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 3.5492239 4.3647870 {txt}{space 11}length {c |}{col 21}{res} -62.2364415 -62.6569484 {txt}{space 13}turn {c |}{col 21}{res} -106.0306825 -306.7713630 {txt}{space 5}displacement {c |}{col 21}{res} 6.0794583 7.5928170 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 10119.1652697 15414.7836815 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:06 {com}. assert mreldif(e(b),G) <1e-5 {txt}r; t=0.00 22:18:06 {com}. . // single lambda, lasso, no standardisation, noconstant . /* > > r<-glmnet(X,price,alpha=1,lambda=1000,standardize=FALSE,intercept=FALSE,thresh=1e-15) > > t(coef(r)) > 1 x 11 sparse Matrix of class "dgCMatrix" > [[ suppressing 11 column names ‘(Intercept)’, ‘mpg’, ‘rep78’ ... ]] > > s0 . 6.830147 . . . 1.85882 -2.334519 . 3.886964 . . > */ . mat G = 6.830147, 1.85882, -2.334519, 3.886964 {txt}r; t=0.00 22:18:06 {com}. lasso2 $model, lambda(1000) lglmnet nostd nocons {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} 6.8298445 67.8769863 {txt}{space 11}weight {c |}{col 21}{res} 1.8588003 2.7733874 {txt}{space 11}length {c |}{col 21}{res} -2.3342602 -24.1800039 {txt}{space 5}displacement {c |}{col 21}{res} 3.8870523 4.1129337 {txt}{hline 18}{c BT}{hline 32} r; t=0.06 22:18:06 {com}. // note looser tolerance . assert mreldif(e(b),G) <1e-4 {txt}r; t=0.00 22:18:06 {com}. . // single lambda, lasso, mpg and foreign unpenalized . /* > > p.fac = rep(1, 10) > > p.fac[c(1, 10)] = 0 > > r<-glmnet(X,price,alpha=1,lambda=500,penalty.factor=p.fac, thresh=1e-15) > > t(coef(r)) > 1 x 11 sparse Matrix of class "dgCMatrix" > [[ suppressing 11 column names ‘(Intercept)’, ‘mpg’, ‘rep78’ ... ]] > > s0 9140.732 -225.1226 . . . . . . 6.065554 . 1962.096 > */ . mat G = -225.1226, 6.065554, 1962.096, 9140.732 {txt}r; t=0.00 22:18:06 {com}. lasso2 $model, lambda(500) lglmnet notpen(mpg foreign) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 14}mpg {c |}{helpb rlasso##notpen:*}{col 21}{res} -225.1226002 -41.1777218 {txt}{space 5}displacement {c |}{col 21}{res} 6.0655534 26.3416129 {txt}{space 10}foreign {c |}{helpb rlasso##notpen:*}{col 21}{res} 1962.0955409 3506.5154853 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 9140.7319210 739.8714853 {txt}{hline 18}{c BT}{hline 32} {help lasso2##examples_partialling:*Not penalized} r; t=0.03 22:18:06 {com}. assert mreldif(e(b),G) <1e-5 {txt}r; t=0.00 22:18:06 {com}. . // single lambda, ridge, mpg and foreign unpenalized . /* > > p.fac = rep(1, 10) > > p.fac[c(1, 10)] = 0 > > r<-glmnet(X,price,alpha=0,lambda=500,penalty.factor=p.fac, thresh=1e-15) > > t(coef(r)) > 1 x 11 sparse Matrix of class "dgCMatrix" > [[ suppressing 11 column names ‘(Intercept)’, ‘mpg’, ‘rep78’ ... ]] > > s0 4420.934 -65.4987 167.7168 -446.8571 22.46099 1.26494 > > s0 2.118738 -25.1642 10.62293 -910.106 3185.862 > */ . mat G = -65.4987, 167.7168, -446.8571, 22.46099, 1.26494, /// > 2.118738, -25.1642, 10.62293, -910.106, 3185.862, 4420.934 {txt}r; t=0.00 22:18:06 {com}. lasso2 $model, lambda(500) alpha(0) lglmnet notpen(mpg foreign) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 14}mpg {c |}{helpb rlasso##notpen:*}{col 21}{res} -65.4987232 -21.8051782 {txt}{space 12}rep78 {c |}{col 21}{res} 167.7168365 184.7934987 {txt}{space 9}headroom {c |}{col 21}{res} -446.8571174 -635.4921033 {txt}{space 12}trunk {c |}{col 21}{res} 22.4609862 71.4992915 {txt}{space 11}weight {c |}{col 21}{res} 1.2649401 4.5211613 {txt}{space 11}length {c |}{col 21}{res} 2.1187343 -76.4910106 {txt}{space 13}turn {c |}{col 21}{res} -25.1641973 -114.2776716 {txt}{space 5}displacement {c |}{col 21}{res} 10.6229336 11.5401247 {txt}{space 7}gear_ratio {c |}{col 21}{res} -910.1061352 -318.6478765 {txt}{space 10}foreign {c |}{helpb rlasso##notpen:*}{col 21}{res} 3185.8620818 3334.8483415 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 4420.9361916 9789.4941906 {txt}{hline 18}{c BT}{hline 32} {help lasso2##examples_partialling:*Not penalized} r; t=0.04 22:18:06 {com}. assert mreldif(e(b),G) <1e-5 {txt}r; t=0.00 22:18:06 {com}. . // single lambda, elastic net, mpg and foreign unpenalized . /* > > p.fac = rep(1, 10) > > p.fac[c(1, 10)] = 0 > > r<-glmnet(X,price,alpha=0.5,lambda=500,penalty.factor=p.fac, thresh=1e-15) > > t(coef(r)) > 1 x 11 sparse Matrix of class "dgCMatrix" > [[ suppressing 11 column names ‘(Intercept)’, ‘mpg’, ‘rep78’ ... ]] > > s0 4089.962 -132.7721 . . . 0.7644731 . . 8.896648 . 2639.545 > */ . mat G = -132.7721, 0.7644731, 8.896648, 2639.545, 4089.962 {txt}r; t=0.00 22:18:06 {com}. lasso2 $model, lambda(500) alpha(0.5) lglmnet notpen(mpg foreign) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 14}mpg {c |}{helpb rlasso##notpen:*}{col 21}{res} -132.7721093 32.4482003 {txt}{space 11}weight {c |}{col 21}{res} 0.7644727 2.1201353 {txt}{space 5}displacement {c |}{col 21}{res} 8.8966496 14.0772143 {txt}{space 10}foreign {c |}{helpb rlasso##notpen:*}{col 21}{res} 2639.5446506 3853.0800775 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 4089.9626321 -4933.0507249 {txt}{hline 18}{c BT}{hline 32} {help lasso2##examples_partialling:*Not penalized} r; t=0.03 22:18:06 {com}. assert mreldif(e(b),G) <1e-5 {txt}r; t=0.00 22:18:06 {com}. . // single lambda, lasso, misc penalty loadings . /* > > p.fac = rep(1, 10) > > p.fac[c(1, 10)] = 4 > > p.fac[c(2,9)] = 3 > > p.fac[c(3,8)] = 2 > > r<-glmnet(X,price,alpha=1,lambda=400,penalty.factor=p.fac, thresh=1e-15) > > t(coef(r)) > 1 x 11 sparse Matrix of class "dgCMatrix" > [[ suppressing 11 column names ‘(Intercept)’, ‘mpg’, ‘rep78’ ... ]] > > s0 1254.559 . . . . 2.136852 . -42.89822 . . 393.3358 > */ . mat G = 2.136852, -42.89822, 393.3358, 1254.559 {txt}r; t=0.00 22:18:06 {com}. mat psi = 4, 3, 2, 1, 1, 1, 1, 2, 3, 4 {txt}r; t=0.00 22:18:06 {com}. lasso2 $model, lambda(400) lglmnet ploadings(psi) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 2.1368521 4.2041749 {txt}{space 13}turn {c |}{col 21}{res} -42.8982000 -201.6040429 {txt}{space 10}foreign {c |}{col 21}{res} 393.3357681 3229.0798707 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1254.5591614 439.3565194 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:06 {com}. assert mreldif(e(b),G) <1e-5 {txt}r; t=0.00 22:18:06 {com}. . // Elastic net, single lambda, misc penalty loadings . /* > > p.fac = rep(1, 10) > > p.fac[c(1, 10)] = 4 > > p.fac[c(2,9)] = 3 > > p.fac[c(3,8)] = 2 > > r<-glmnet(X,price,alpha=0.5,lambda=400,penalty.factor=p.fac,thresh=1e-15) > > t(coef(r)) > 1 x 11 sparse Matrix of class "dgCMatrix" > [[ suppressing 11 column names ‘(Intercept)’, ‘mpg’, ‘rep78’ ... ]] > > s0 1232.917 . 91.49722 -256.4055 . 2.29446 . -78.49864 5.61806 . > > s0 1398.059 > */ . mat G = 91.49722, -256.4055, 2.29446, -78.49864, 5.61806, 1398.059, 1232.917 {txt}r; t=0.00 22:18:06 {com}. mat psi = 4, 3, 2, 1, 1, 1, 1, 2, 3, 4 {txt}r; t=0.00 22:18:06 {com}. lasso2 $model, lambda(400) alpha(0.5) lglmnet ploadings(psi) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 12}rep78 {c |}{col 21}{res} 91.4972524 137.6395144 {txt}{space 9}headroom {c |}{col 21}{res} -256.4054750 -662.3143019 {txt}{space 11}weight {c |}{col 21}{res} 2.2944593 2.8095110 {txt}{space 13}turn {c |}{col 21}{res} -78.4986102 -185.4958291 {txt}{space 5}displacement {c |}{col 21}{res} 5.6180622 15.8198864 {txt}{space 10}foreign {c |}{col 21}{res} 1398.0594268 3239.6807619 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1232.9161107 2409.5642531 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:06 {com}. assert mreldif(e(b),G) <1e-5 {txt}r; t=0.00 22:18:06 {com}. . // Elastic net, single lambda, misc penalty loadings, no standardization . /* > > p.fac = rep(1, 10) > > p.fac[c(1, 10)] = 4 > > p.fac[c(2,9)] = 3 > > p.fac[c(3,8)] = 2 > > r<-glmnet(X,price,alpha=0.5,lambda=400,penalty.factor=p.fac,standardize=FALSE,thresh=1e-15) > > t(coef(r)) > 1 x 11 sparse Matrix of class "dgCMatrix" > [[ suppressing 11 column names ‘(Intercept)’, ‘mpg’, ‘rep78’ ... ]] > > s0 16039.13 -58.51055 322.0282 -218.2771 21.3079 4.093964 -72.31631 > > s0 -247.7182 8.463531 . . > */ . mat G = -58.51055, 322.0282, -218.2771, 21.3079, 4.093964, -72.31631, /// > -247.7182, 8.463531, 16039.13 {txt}r; t=0.00 22:18:06 {com}. mat psi = 4, 3, 2, 1, 1, 1, 1, 2, 3, 4 {txt}r; t=0.00 22:18:06 {com}. lasso2 $model, lambda(400) alpha(0.5) lglmnet ploadings(psi) nostd {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -58.5107795 -105.8894153 {txt}{space 12}rep78 {c |}{col 21}{res} 322.0321459 759.3265317 {txt}{space 9}headroom {c |}{col 21}{res} -218.2801371 -713.0017251 {txt}{space 12}trunk {c |}{col 21}{res} 21.3080854 70.8032750 {txt}{space 11}weight {c |}{col 21}{res} 4.0939622 3.9135872 {txt}{space 11}length {c |}{col 21}{res} -72.3163363 -80.4499647 {txt}{space 13}turn {c |}{col 21}{res} -247.7178737 -211.3076497 {txt}{space 5}displacement {c |}{col 21}{res} 8.4635526 10.6210554 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 16039.1150621 16555.4570151 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:06 {com}. // note looser tolerance . assert mreldif(e(b),G) <1e-4 {txt}r; t=0.00 22:18:06 {com}. . ******************************************************************************** . *** lglmnet option - consistency with lasso2 default parameterization *** . ******************************************************************************** . . * uses auto dataset . * can change sd(y) and lambdas to suit . * note lglmnet implies prestd . . // any lambda, any alpha . sysuse auto, clear {txt}(1978 Automobile Data) r; t=0.00 22:18:06 {com}. gen double y = price/10 {txt}r; t=0.00 22:18:06 {com}. local glmnetlambda_a = 100 {txt}r; t=0.00 22:18:06 {com}. local glmnetlambda_b = 10 {txt}r; t=0.00 22:18:06 {com}. drop if rep78==. {txt}(5 observations deleted) r; t=0.00 22:18:06 {com}. qui sum y {txt}r; t=0.00 22:18:06 {com}. local sd = r(sd) * 1/sqrt( r(N)/(r(N)-1) ) {txt}r; t=0.00 22:18:06 {com}. local glmnetalpha = 0.5 {txt}r; t=0.00 22:18:06 {com}. local L1lambda_a = `glmnetlambda_a' * 2 * 69 {txt}r; t=0.00 22:18:06 {com}. local L2lambda_a = `L1lambda_a' / `sd' {txt}r; t=0.00 22:18:06 {com}. local L1lambda_b = `glmnetlambda_b' * 2 * 69 {txt}r; t=0.00 22:18:06 {com}. local L2lambda_b = `L1lambda_b' / `sd' {txt}r; t=0.00 22:18:06 {com}. di "glmnetlambda_a=`glmnetlambda_a' L1lambda_a=`L1lambda_a' L2lambda_a=`L2lambda_a'" {res}glmnetlambda_a=100 L1lambda_a=13800 L2lambda_a=47.73007873873659 {txt}r; t=0.00 22:18:06 {com}. di "glmnetlambda_b=`glmnetlambda_b' L1lambda_b=`L1lambda_b' L2lambda_b=`L2lambda_b'" {res}glmnetlambda_b=10 L1lambda_b=1380 L2lambda_b=4.773007873873659 {txt}r; t=0.00 22:18:06 {com}. // Lasso / alpha=1 . lasso2 y mpg-foreign, lambda(`glmnetlambda_a') lglmnet {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 0.0381904 0.1039647 {txt}{space 5}displacement {c |}{col 21}{res} 0.3289190 0.8887734 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 433.6841338 123.4033511 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:06 {com}. local objfn = e(objfn) {txt}r; t=0.00 22:18:06 {com}. storedresults save glmnet e() {txt}r; t=0.00 22:18:06 {com}. lasso2 y mpg-foreign, lambda(`L1lambda_a') prestd {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 0.0381904 0.1039647 {txt}{space 5}displacement {c |}{col 21}{res} 0.3289190 0.8887734 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 433.6841335 123.4033511 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:06 {com}. storedresults compare glmnet e(), tol(1e-8) /// > exclude(macros: lasso2opt scalar: niter lambda objfn slambda sobjfn) {txt}r; t=0.00 22:18:06 {com}. assert reldif(2*`objfn',e(objfn))<1e-8 {txt}r; t=0.00 22:18:06 {com}. // lambda list . lasso2 y mpg-foreign, lambda(`glmnetlambda_a' `glmnetlambda_b') lglmnet {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 100.00000{col 25} 2{col 31} 0.36711{col 43} 781.56294{txt} {res}{col 56} 0.1869{txt}{col 65}{c |}{res}{col 67}Added weight {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}displacement {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 2{col 13} 10.00000{col 25} 7{col 31} 357.08640{col 43} 763.62958{txt} {res}{col 56} 0.5509{txt}{col 65}{c |}{res}{col 67}Added rep78 {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}headroom turn {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gear_ratio {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}foreign. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.03 22:18:06 {com}. storedresults save glmnet e() {txt}r; t=0.00 22:18:06 {com}. lasso2 y mpg-foreign, lambda(`L1lambda_a' `L1lambda_b') prestd {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 1.380e+04{col 25} 2{col 31} 0.36711{col 43} 781.56294{txt} {res}{col 56} 0.1869{txt}{col 65}{c |}{res}{col 67}Added weight {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}displacement {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 2{col 13}1380.00000{col 25} 7{col 31} 357.08640{col 43} 763.62958{txt} {res}{col 56} 0.5509{txt}{col 65}{c |}{res}{col 67}Added rep78 {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}headroom turn {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gear_ratio {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}foreign. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.04 22:18:06 {com}. storedresults compare glmnet e(), tol(1e-8) /// > exclude(macros: lasso2opt /// > scalar: niter lmax lmax0 lmin lmin0 /// > laic laicc lbic lebic slaic slaicc slbic slebic /// > matrix: lambdamat lambdamat0 slambdamat slambdamat0) {txt}r; t=0.00 22:18:06 {com}. // Enet . local alpha=(`glmnetalpha'*`sd')/( (1-`glmnetalpha') + `glmnetalpha'*`sd' ) {txt}r; t=0.00 22:18:06 {com}. local lambda_a=(1-`glmnetalpha')*`L2lambda_a' + `glmnetalpha'*`L1lambda_a' {txt}r; t=0.00 22:18:06 {com}. local lambda_b=(1-`glmnetalpha')*`L2lambda_b' + `glmnetalpha'*`L1lambda_b' {txt}r; t=0.00 22:18:06 {com}. di "alpha=`alpha' lambda_a=`lambda_a' lambda_b=`lambda_b'" {res}alpha=.9965532200247014 lambda_a=6923.865039369368 lambda_b=692.3865039369368 {txt}r; t=0.00 22:18:06 {com}. lasso2 y mpg-foreign, alpha(`glmnetalpha') lambda(`glmnetlambda_a') lglmnet {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -0.5096391 3.2448200 {txt}{space 11}weight {c |}{col 21}{res} 0.0692915 0.2120135 {txt}{space 5}displacement {c |}{col 21}{res} 0.5942778 1.4077214 {txt}{space 10}foreign {c |}{col 21}{res} 30.8224977 385.3080078 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 288.3129553 -493.3050725 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:07 {com}. local objfn = e(objfn) {txt}r; t=0.00 22:18:07 {com}. storedresults save glmnet e() {txt}r; t=0.00 22:18:07 {com}. lasso2 y mpg-foreign, alpha(`alpha') lambda(`lambda_a') prestd {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.997) {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -0.5096391 3.2448200 {txt}{space 11}weight {c |}{col 21}{res} 0.0692915 0.2120135 {txt}{space 5}displacement {c |}{col 21}{res} 0.5942778 1.4077214 {txt}{space 10}foreign {c |}{col 21}{res} 30.8224976 385.3080078 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 288.3129554 -493.3050725 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:07 {com}. storedresults compare glmnet e(), tol(1e-8) /// > exclude(macros: lasso2opt scalar: niter alpha lambda objfn slambda sobjfn) {txt}r; t=0.00 22:18:07 {com}. di 2*`objfn' {res}72261.603 {txt}r; t=0.00 22:18:07 {com}. di e(objfn) {res}72261.603 {txt}r; t=0.00 22:18:07 {com}. assert reldif(2*`objfn',e(objfn))<1e-8 {txt}r; t=0.00 22:18:07 {com}. // lambda list . lasso2 y mpg-foreign, alpha(`glmnetalpha') lambda(`glmnetlambda_a' `glmnetlambda_b') lglmnet {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 100.00000{col 25} 4{col 31} 31.99571{col 43} 773.80040{txt} {res}{col 56} 0.2999{txt}{col 65}{c |}{res}{col 67}Added mpg {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}weight {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}displacement {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}foreign {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 2{col 13} 10.00000{col 25} 9{col 31} 406.69452{col 43} 766.12681{txt} {res}{col 56} 0.5687{txt}{col 65}{c |}{res}{col 67}Added rep78 {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}headroom {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}length turn {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gear_ratio. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.04 22:18:07 {com}. storedresults save glmnet e() {txt}r; t=0.00 22:18:07 {com}. lasso2 y mpg-foreign, alpha(`alpha') lambda(`lambda_a' `lambda_b') prestd {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13}6923.86504{col 25} 4{col 31} 31.99571{col 43} 773.80040{txt} {res}{col 56} 0.2999{txt}{col 65}{c |}{res}{col 67}Added mpg {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}weight {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}displacement {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}foreign {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 2{col 13} 692.38650{col 25} 9{col 31} 406.69452{col 43} 766.12681{txt} {res}{col 56} 0.5687{txt}{col 65}{c |}{res}{col 67}Added rep78 {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}headroom {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}length turn {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gear_ratio. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.03 22:18:07 {com}. storedresults compare glmnet e(), tol(1e-8) /// > exclude(macros: lasso2opt /// > scalar: niter lmax lmax0 lmin lmin0 /// > laic laicc lbic lebic slaic slaicc slbic slebic alpha /// > matrix: lambdamat lambdamat0 slambdamat slambdamat0) {txt}r; t=0.00 22:18:07 {com}. // Ridge / alpha=0 . lasso2 y mpg-foreign, alpha(0) lambda(`glmnetlambda_a') lglmnet {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -5.7006206 -2.1805178 {txt}{space 12}rep78 {c |}{col 21}{res} 29.6970150 18.4793499 {txt}{space 9}headroom {c |}{col 21}{res} -39.2421941 -63.5492103 {txt}{space 12}trunk {c |}{col 21}{res} 2.3706654 7.1499291 {txt}{space 11}weight {c |}{col 21}{res} 0.0993845 0.4521161 {txt}{space 11}length {c |}{col 21}{res} 0.5562672 -7.6491011 {txt}{space 13}turn {c |}{col 21}{res} -2.4180458 -11.4277672 {txt}{space 5}displacement {c |}{col 21}{res} 0.8855064 1.1540125 {txt}{space 7}gear_ratio {c |}{col 21}{res} -53.6017921 -31.8647876 {txt}{space 10}foreign {c |}{col 21}{res} 172.6658159 333.4848341 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 342.5776772 978.9494191 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:07 {com}. local objfn = e(objfn) {txt}r; t=0.00 22:18:07 {com}. storedresults save glmnet e() {txt}r; t=0.00 22:18:07 {com}. lasso2 y mpg-foreign, alpha(0) lambda(`L2lambda_a') prestd {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -5.7006206 -2.1805178 {txt}{space 12}rep78 {c |}{col 21}{res} 29.6970150 18.4793499 {txt}{space 9}headroom {c |}{col 21}{res} -39.2421941 -63.5492103 {txt}{space 12}trunk {c |}{col 21}{res} 2.3706654 7.1499291 {txt}{space 11}weight {c |}{col 21}{res} 0.0993845 0.4521161 {txt}{space 11}length {c |}{col 21}{res} 0.5562672 -7.6491011 {txt}{space 13}turn {c |}{col 21}{res} -2.4180458 -11.4277672 {txt}{space 5}displacement {c |}{col 21}{res} 0.8855064 1.1540125 {txt}{space 7}gear_ratio {c |}{col 21}{res} -53.6017921 -31.8647876 {txt}{space 10}foreign {c |}{col 21}{res} 172.6658159 333.4848341 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 342.5776772 978.9494191 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:07 {com}. storedresults compare glmnet e(), tol(1e-8) /// > exclude(macros: lasso2opt scalar: niter lambda objfn slambda sobjfn) {txt}r; t=0.00 22:18:07 {com}. di 2*`objfn' {res}51016.759 {txt}r; t=0.00 22:18:07 {com}. di e(objfn) {res}51016.759 {txt}r; t=0.00 22:18:07 {com}. assert reldif(2*`objfn',e(objfn))<1e-8 {txt}r; t=0.00 22:18:07 {com}. // lambda list . lasso2 y mpg-foreign, alpha(0) lambda(`glmnetlambda_a' `glmnetlambda_b') lglmnet {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 100.00000{col 25} 10{col 31} 307.23731{col 43} 762.92238{txt} {res}{col 56} 0.4856{txt}{col 65}{c |}{res}{col 67}All {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}selected. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.03 22:18:07 {com}. storedresults save glmnet e() {txt}r; t=0.00 22:18:07 {com}. lasso2 y mpg-foreign, alpha(0) lambda(`L2lambda_a' `L2lambda_b') prestd {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 47.73008{col 25} 10{col 31} 307.23731{col 43} 762.92238{txt} {res}{col 56} 0.4856{txt}{col 65}{c |}{res}{col 67}All {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}selected. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.03 22:18:07 {com}. storedresults compare glmnet e(), tol(1e-8) /// > exclude(macros: lasso2opt /// > scalar: niter lmax lmax0 lmin lmin0 /// > laic laicc lbic lebic slaic slaicc slbic slebic /// > matrix: lambdamat lambdamat0 slambdamat slambdamat0) {txt}r; t=0.01 22:18:07 {com}. . . ******************************************************************************** . *** Validate ploadings(.) option *** . ******************************************************************************** . . * Default lasso2 behavior is to standardize, either on the fly or in advance. . * Confirm ploadings(.) work correctly by providing SDs of X. . * Behavior should be identical to standardization on-the-fly. . . sysuse auto, clear {txt}(1978 Automobile Data) r; t=0.00 22:18:07 {com}. drop if rep78==. {txt}(5 observations deleted) r; t=0.00 22:18:07 {com}. . cap mat drop psi_sd {txt}r; t=0.00 22:18:07 {com}. foreach var of varlist mpg-foreign {c -(} {txt} 2{com}. qui sum `var' {txt} 3{com}. mat psi_sd = nullmat(psi_sd) , r(sd) * sqrt( (r(N)-1)/r(N) ) {txt} 4{com}. {c )-} {txt}r; t=0.00 22:18:07 {com}. . // lasso . lasso2 price mpg-foreign, lambda(1000) alpha(1) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -18.3438624 -21.8051782 {txt}{space 12}rep78 {c |}{col 21}{res} 179.1821391 184.7934987 {txt}{space 9}headroom {c |}{col 21}{res} -615.9286814 -635.4921033 {txt}{space 12}trunk {c |}{col 21}{res} 61.4301532 71.4992915 {txt}{space 11}weight {c |}{col 21}{res} 4.3034979 4.5211613 {txt}{space 11}length {c |}{col 21}{res} -68.8535302 -76.4910106 {txt}{space 13}turn {c |}{col 21}{res} -110.0494001 -114.2776716 {txt}{space 5}displacement {c |}{col 21}{res} 11.7536289 11.5401247 {txt}{space 7}gear_ratio {c |}{col 21}{res} -304.4553207 -318.6478765 {txt}{space 10}foreign {c |}{col 21}{res} 3313.1603780 3334.8483415 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 8791.8507263 9789.4941906 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:07 {com}. storedresults save nopload e() {txt}r; t=0.00 22:18:07 {com}. lasso2 price mpg-foreign, lambda(1000) alpha(1) pload(psi_sd) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -18.3438624 -21.8051782 {txt}{space 12}rep78 {c |}{col 21}{res} 179.1821391 184.7934987 {txt}{space 9}headroom {c |}{col 21}{res} -615.9286814 -635.4921033 {txt}{space 12}trunk {c |}{col 21}{res} 61.4301532 71.4992915 {txt}{space 11}weight {c |}{col 21}{res} 4.3034979 4.5211613 {txt}{space 11}length {c |}{col 21}{res} -68.8535302 -76.4910106 {txt}{space 13}turn {c |}{col 21}{res} -110.0494001 -114.2776716 {txt}{space 5}displacement {c |}{col 21}{res} 11.7536289 11.5401247 {txt}{space 7}gear_ratio {c |}{col 21}{res} -304.4553207 -318.6478765 {txt}{space 10}foreign {c |}{col 21}{res} 3313.1603780 3334.8483415 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 8791.8507263 9789.4941906 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:07 {com}. storedresults compare nopload e(), tol(1e-8) /// > exclude(macros: lasso2opt) {txt}r; t=0.00 22:18:07 {com}. . // ridge . lasso2 price mpg-foreign, lambda(1000) alpha(0) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -19.0545973 -21.8051782 {txt}{space 12}rep78 {c |}{col 21}{res} 32.4489067 184.7934987 {txt}{space 9}headroom {c |}{col 21}{res} 1.1304796 -635.4921033 {txt}{space 12}trunk {c |}{col 21}{res} 15.7127508 71.4992915 {txt}{space 11}weight {c |}{col 21}{res} 0.1765069 4.5211613 {txt}{space 11}length {c |}{col 21}{res} 4.3548987 -76.4910106 {txt}{space 13}turn {c |}{col 21}{res} 13.7083378 -114.2776716 {txt}{space 5}displacement {c |}{col 21}{res} 1.5279724 11.5401247 {txt}{space 7}gear_ratio {c |}{col 21}{res} -183.1904143 -318.6478765 {txt}{space 10}foreign {c |}{col 21}{res} 92.5342556 3334.8483415 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 4536.9953864 9789.4941906 {txt}{hline 18}{c BT}{hline 32} r; t=0.01 22:18:07 {com}. storedresults save nopload e() {txt}r; t=0.00 22:18:07 {com}. lasso2 price mpg-foreign, lambda(1000) alpha(0) pload(psi_sd) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -19.0545973 -21.8051782 {txt}{space 12}rep78 {c |}{col 21}{res} 32.4489067 184.7934987 {txt}{space 9}headroom {c |}{col 21}{res} 1.1304796 -635.4921033 {txt}{space 12}trunk {c |}{col 21}{res} 15.7127508 71.4992915 {txt}{space 11}weight {c |}{col 21}{res} 0.1765069 4.5211613 {txt}{space 11}length {c |}{col 21}{res} 4.3548987 -76.4910106 {txt}{space 13}turn {c |}{col 21}{res} 13.7083378 -114.2776716 {txt}{space 5}displacement {c |}{col 21}{res} 1.5279724 11.5401247 {txt}{space 7}gear_ratio {c |}{col 21}{res} -183.1904143 -318.6478765 {txt}{space 10}foreign {c |}{col 21}{res} 92.5342556 3334.8483415 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 4536.9953864 9789.4941906 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:07 {com}. storedresults compare nopload e(), tol(1e-8) /// > exclude(macros: lasso2opt) {txt}r; t=0.00 22:18:07 {com}. . // elastic net . lasso2 price mpg-foreign, lambda(1000) alpha(0.5) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -28.5859633 -21.8051782 {txt}{space 12}rep78 {c |}{col 21}{res} 74.9181382 184.7934987 {txt}{space 9}headroom {c |}{col 21}{res} -28.5269294 -635.4921033 {txt}{space 12}trunk {c |}{col 21}{res} 20.8909193 71.4992915 {txt}{space 11}weight {c |}{col 21}{res} 0.2759929 4.5211613 {txt}{space 11}length {c |}{col 21}{res} 6.0974424 -76.4910106 {txt}{space 13}turn {c |}{col 21}{res} 15.9331313 -114.2776716 {txt}{space 5}displacement {c |}{col 21}{res} 2.4187068 11.5401247 {txt}{space 7}gear_ratio {c |}{col 21}{res} -259.8006333 -318.6478765 {txt}{space 10}foreign {c |}{col 21}{res} 238.8099950 3334.8483415 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 3902.7312017 9789.4941906 {txt}{hline 18}{c BT}{hline 32} r; t=0.01 22:18:07 {com}. storedresults save nopload e() {txt}r; t=0.00 22:18:07 {com}. lasso2 price mpg-foreign, lambda(1000) alpha(0.5) pload(psi_sd) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -28.5859633 -21.8051782 {txt}{space 12}rep78 {c |}{col 21}{res} 74.9181382 184.7934987 {txt}{space 9}headroom {c |}{col 21}{res} -28.5269294 -635.4921033 {txt}{space 12}trunk {c |}{col 21}{res} 20.8909193 71.4992915 {txt}{space 11}weight {c |}{col 21}{res} 0.2759929 4.5211613 {txt}{space 11}length {c |}{col 21}{res} 6.0974424 -76.4910106 {txt}{space 13}turn {c |}{col 21}{res} 15.9331313 -114.2776716 {txt}{space 5}displacement {c |}{col 21}{res} 2.4187068 11.5401247 {txt}{space 7}gear_ratio {c |}{col 21}{res} -259.8006333 -318.6478765 {txt}{space 10}foreign {c |}{col 21}{res} 238.8099950 3334.8483415 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 3902.7312017 9789.4941906 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:07 {com}. storedresults compare nopload e(), tol(1e-8) /// > exclude(macros: lasso2opt) {txt}r; t=0.01 22:18:07 {com}. . . ******************************************************************************** . *** Validate adaptive lasso option *** . ******************************************************************************** . . sysuse auto, clear {txt}(1978 Automobile Data) r; t=0.00 22:18:07 {com}. drop if rep78==. {txt}(5 observations deleted) r; t=0.00 22:18:07 {com}. cap mat drop sdvec {txt}r; t=0.00 22:18:07 {com}. // standardized variables used to get OLS with std coefs . foreach var of varlist price mpg-foreign {c -(} {txt} 2{com}. cap drop `var'_sd {txt} 3{com}. qui sum `var', meanonly {txt} 4{com}. qui gen double `var'_sd = `var'-r(mean) {txt} 5{com}. qui sum `var' {txt} 6{com}. qui replace `var'_sd = `var'_sd * 1/r(sd) * sqrt( r(N)/(r(N)-1) ) {txt} 7{com}. mat sdvec = nullmat(sdvec), r(sd)/sqrt( r(N)/(r(N)-1) ) {txt} 8{com}. {c )-} {txt}r; t=0.00 22:18:07 {com}. mat ysd = sdvec[1,1] {txt}r; t=0.00 22:18:07 {com}. mat xsd = sdvec[1,2..11] {txt}r; t=0.00 22:18:07 {com}. . // replicate adaptive lasso . . // use standardized coefficients + prestd . qui reg price_sd mpg_sd-foreign_sd {txt}r; t=0.01 22:18:07 {com}. . mata: st_matrix("psi",1:/abs(st_matrix("e(b)"))) {res}{txt}r; t=0.00 22:18:07 {com}. mat psi = psi[1,1..10] {txt}r; t=0.00 22:18:07 {com}. mat psi2 = J(1,10,1) {txt}r; t=0.00 22:18:07 {com}. . // lasso . lasso2 price mpg-foreign, lambda(10000) adaptive prestd {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 3.5334774 4.6853615 {txt}{space 11}length {c |}{col 21}{res} -19.7902595 -88.7239556 {txt}{space 5}displacement {c |}{col 21}{res} 0.6463527 10.6380315 {txt}{space 10}foreign {c |}{col 21}{res} 2988.0917572 3772.1989894 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -1878.6544500 5391.3216527 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:07 {com}. mat b=e(b) {txt}r; t=0.00 22:18:07 {com}. lasso2 price mpg-foreign, lambda(10000) ploadings(psi) prestd {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 3.5334774 4.6853615 {txt}{space 11}length {c |}{col 21}{res} -19.7902595 -88.7239556 {txt}{space 5}displacement {c |}{col 21}{res} 0.6463527 10.6380315 {txt}{space 10}foreign {c |}{col 21}{res} 2988.0917572 3772.1989894 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -1878.6544500 5391.3216527 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:07 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:07 {com}. // elastic net . lasso2 price mpg-foreign, lambda(10000) adaptive prestd alpha(0.5) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -1.7731610 -89.9090943 {txt}{space 9}headroom {c |}{col 21}{res} 1.6386897 -756.8859765 {txt}{space 12}trunk {c |}{col 21}{res} 3.1294076 103.3583403 {txt}{space 11}weight {c |}{col 21}{res} 0.0495826 4.1010142 {txt}{space 11}length {c |}{col 21}{res} 1.3208623 -74.4855993 {txt}{space 13}turn {c |}{col 21}{res} 3.8728127 -304.3532932 {txt}{space 5}displacement {c |}{col 21}{res} 0.4028925 15.9289515 {txt}{space 7}gear_ratio {c |}{col 21}{res} -16.0118757 1870.1301785 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 5550.3766506 13831.2257011 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:07 {com}. mat b=e(b) {txt}r; t=0.00 22:18:07 {com}. lasso2 price mpg-foreign, lambda(10000) ploadings(psi) ploadings2(psi2) prestd alpha(0.5) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -1.7731610 -89.9090943 {txt}{space 9}headroom {c |}{col 21}{res} 1.6386897 -756.8859765 {txt}{space 12}trunk {c |}{col 21}{res} 3.1294076 103.3583403 {txt}{space 11}weight {c |}{col 21}{res} 0.0495826 4.1010142 {txt}{space 11}length {c |}{col 21}{res} 1.3208623 -74.4855993 {txt}{space 13}turn {c |}{col 21}{res} 3.8728127 -304.3532932 {txt}{space 5}displacement {c |}{col 21}{res} 0.4028925 15.9289515 {txt}{space 7}gear_ratio {c |}{col 21}{res} -16.0118757 1870.1301785 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 5550.3766506 13831.2257011 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:07 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:07 {com}. . // using adaloadings option + standardized coefficients + prestd . qui reg price_sd mpg_sd-foreign_sd {txt}r; t=0.01 22:18:07 {com}. . mata: st_matrix("psi",st_matrix("e(b)")) {res}{txt}r; t=0.00 22:18:07 {com}. mat psi = psi[1,1..10] {txt}r; t=0.00 22:18:07 {com}. mat psi2 = J(1,10,1) {txt}r; t=0.00 22:18:07 {com}. . // lasso . lasso2 price mpg-foreign, lambda(10000) adaptive prestd {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 3.5334774 4.6853615 {txt}{space 11}length {c |}{col 21}{res} -19.7902595 -88.7239556 {txt}{space 5}displacement {c |}{col 21}{res} 0.6463527 10.6380315 {txt}{space 10}foreign {c |}{col 21}{res} 2988.0917572 3772.1989894 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -1878.6544500 5391.3216527 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:07 {com}. mat b=e(b) {txt}r; t=0.00 22:18:07 {com}. lasso2 price mpg-foreign, lambda(10000) adaloadings(psi) prestd {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 3.5334774 4.6853615 {txt}{space 11}length {c |}{col 21}{res} -19.7902595 -88.7239556 {txt}{space 5}displacement {c |}{col 21}{res} 0.6463527 10.6380315 {txt}{space 10}foreign {c |}{col 21}{res} 2988.0917572 3772.1989894 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -1878.6544500 5391.3216527 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:07 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:07 {com}. // elastic net . lasso2 price mpg-foreign, lambda(10000) adaptive prestd alpha(0.5) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -1.7731610 -89.9090943 {txt}{space 9}headroom {c |}{col 21}{res} 1.6386897 -756.8859765 {txt}{space 12}trunk {c |}{col 21}{res} 3.1294076 103.3583403 {txt}{space 11}weight {c |}{col 21}{res} 0.0495826 4.1010142 {txt}{space 11}length {c |}{col 21}{res} 1.3208623 -74.4855993 {txt}{space 13}turn {c |}{col 21}{res} 3.8728127 -304.3532932 {txt}{space 5}displacement {c |}{col 21}{res} 0.4028925 15.9289515 {txt}{space 7}gear_ratio {c |}{col 21}{res} -16.0118757 1870.1301785 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 5550.3766506 13831.2257011 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:07 {com}. mat b=e(b) {txt}r; t=0.00 22:18:07 {com}. lasso2 price mpg-foreign, lambda(10000) adaloadings(psi) prestd alpha(0.5) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -1.7731610 -89.9090943 {txt}{space 9}headroom {c |}{col 21}{res} 1.6386897 -756.8859765 {txt}{space 12}trunk {c |}{col 21}{res} 3.1294076 103.3583403 {txt}{space 11}weight {c |}{col 21}{res} 0.0495826 4.1010142 {txt}{space 11}length {c |}{col 21}{res} 1.3208623 -74.4855993 {txt}{space 13}turn {c |}{col 21}{res} 3.8728127 -304.3532932 {txt}{space 5}displacement {c |}{col 21}{res} 0.4028925 15.9289515 {txt}{space 7}gear_ratio {c |}{col 21}{res} -16.0118757 1870.1301785 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 5550.3766506 13831.2257011 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:07 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:07 {com}. . . // use unstandardized coefficients and no prestandardization . qui reg price mpg-foreign {txt}r; t=0.01 22:18:07 {com}. . mata: st_matrix("psi",1:/abs(st_matrix("e(b)"))) {res}{txt}r; t=0.00 22:18:07 {com}. // note that psi needs to be rescaled by sd(y) in order for lambda to be the same . mat psi = psi[1,1..10] * ysd[1,1] {txt}r; t=0.00 22:18:07 {com}. mat psi2 = xsd {txt}r; t=0.00 22:18:07 {com}. . // lasso . lasso2 price mpg-foreign, lambda(10000) adaptive {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 3.5334774 4.6853615 {txt}{space 11}length {c |}{col 21}{res} -19.7902595 -88.7239556 {txt}{space 5}displacement {c |}{col 21}{res} 0.6463527 10.6380315 {txt}{space 10}foreign {c |}{col 21}{res} 2988.0917572 3772.1989894 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -1878.6544500 5391.3216527 {txt}{hline 18}{c BT}{hline 32} r; t=0.01 22:18:07 {com}. mat b=e(b) {txt}r; t=0.00 22:18:07 {com}. lasso2 price mpg-foreign, lambda(10000) ploadings(psi) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 3.5334774 4.6853615 {txt}{space 11}length {c |}{col 21}{res} -19.7902595 -88.7239556 {txt}{space 5}displacement {c |}{col 21}{res} 0.6463527 10.6380315 {txt}{space 10}foreign {c |}{col 21}{res} 2988.0917572 3772.1989894 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -1878.6544500 5391.3216527 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:07 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:07 {com}. // elastic net . lasso2 price mpg-foreign, lambda(10000) adaptive alpha(0.5) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -1.7731610 -89.9090943 {txt}{space 9}headroom {c |}{col 21}{res} 1.6386897 -756.8859765 {txt}{space 12}trunk {c |}{col 21}{res} 3.1294076 103.3583403 {txt}{space 11}weight {c |}{col 21}{res} 0.0495826 4.1010142 {txt}{space 11}length {c |}{col 21}{res} 1.3208623 -74.4855993 {txt}{space 13}turn {c |}{col 21}{res} 3.8728127 -304.3532932 {txt}{space 5}displacement {c |}{col 21}{res} 0.4028925 15.9289515 {txt}{space 7}gear_ratio {c |}{col 21}{res} -16.0118757 1870.1301785 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 5550.3766506 13831.2257011 {txt}{hline 18}{c BT}{hline 32} r; t=0.01 22:18:07 {com}. mat b=e(b) {txt}r; t=0.00 22:18:07 {com}. lasso2 price mpg-foreign, lambda(10000) ploadings(psi) ploadings2(psi2) alpha(0.5) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -1.7731610 -89.9090943 {txt}{space 9}headroom {c |}{col 21}{res} 1.6386897 -756.8859765 {txt}{space 12}trunk {c |}{col 21}{res} 3.1294076 103.3583403 {txt}{space 11}weight {c |}{col 21}{res} 0.0495826 4.1010142 {txt}{space 11}length {c |}{col 21}{res} 1.3208623 -74.4855993 {txt}{space 13}turn {c |}{col 21}{res} 3.8728127 -304.3532932 {txt}{space 5}displacement {c |}{col 21}{res} 0.4028925 15.9289515 {txt}{space 7}gear_ratio {c |}{col 21}{res} -16.0118757 1870.1301785 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 5550.3766506 13831.2257011 {txt}{hline 18}{c BT}{hline 32} r; t=0.01 22:18:07 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:07 {com}. . // use adaloadings option + unstandardized coefficients + no prestandardization . qui reg price mpg-foreign {txt}r; t=0.01 22:18:07 {com}. . mata: st_matrix("psi",st_matrix("e(b)")) {res}{txt}r; t=0.00 22:18:07 {com}. // note that psi does NOT need to be rescaled by sd(y) - handled automatically . mat psi = psi[1,1..10] {txt}r; t=0.00 22:18:07 {com}. mat psi2 = xsd {txt}r; t=0.00 22:18:07 {com}. . // lasso . lasso2 price mpg-foreign, lambda(10000) adaptive {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 3.5334774 4.6853615 {txt}{space 11}length {c |}{col 21}{res} -19.7902595 -88.7239556 {txt}{space 5}displacement {c |}{col 21}{res} 0.6463527 10.6380315 {txt}{space 10}foreign {c |}{col 21}{res} 2988.0917572 3772.1989894 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -1878.6544500 5391.3216527 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:07 {com}. mat b=e(b) {txt}r; t=0.00 22:18:07 {com}. lasso2 price mpg-foreign, lambda(10000) adaloadings(psi) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 3.5334774 4.6853615 {txt}{space 11}length {c |}{col 21}{res} -19.7902595 -88.7239556 {txt}{space 5}displacement {c |}{col 21}{res} 0.6463527 10.6380315 {txt}{space 10}foreign {c |}{col 21}{res} 2988.0917572 3772.1989894 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -1878.6544500 5391.3216527 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:07 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:07 {com}. // elastic net . lasso2 price mpg-foreign, lambda(10000) adaptive alpha(0.5) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -1.7731610 -89.9090943 {txt}{space 9}headroom {c |}{col 21}{res} 1.6386897 -756.8859765 {txt}{space 12}trunk {c |}{col 21}{res} 3.1294076 103.3583403 {txt}{space 11}weight {c |}{col 21}{res} 0.0495826 4.1010142 {txt}{space 11}length {c |}{col 21}{res} 1.3208623 -74.4855993 {txt}{space 13}turn {c |}{col 21}{res} 3.8728127 -304.3532932 {txt}{space 5}displacement {c |}{col 21}{res} 0.4028925 15.9289515 {txt}{space 7}gear_ratio {c |}{col 21}{res} -16.0118757 1870.1301785 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 5550.3766506 13831.2257011 {txt}{hline 18}{c BT}{hline 32} r; t=0.01 22:18:07 {com}. mat b=e(b) {txt}r; t=0.00 22:18:07 {com}. lasso2 price mpg-foreign, lambda(10000) adaloadings(psi) alpha(0.5) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -1.7731610 -89.9090943 {txt}{space 9}headroom {c |}{col 21}{res} 1.6386897 -756.8859765 {txt}{space 12}trunk {c |}{col 21}{res} 3.1294076 103.3583403 {txt}{space 11}weight {c |}{col 21}{res} 0.0495826 4.1010142 {txt}{space 11}length {c |}{col 21}{res} 1.3208623 -74.4855993 {txt}{space 13}turn {c |}{col 21}{res} 3.8728127 -304.3532932 {txt}{space 5}displacement {c |}{col 21}{res} 0.4028925 15.9289515 {txt}{space 7}gear_ratio {c |}{col 21}{res} -16.0118757 1870.1301785 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 5550.3766506 13831.2257011 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:07 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:07 {com}. . . . // confirm prestd and no prestd yield same estimates . // lasso, theta=1 . lasso2 price mpg-foreign, lambda(10000) adaptive {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 3.5334774 4.6853615 {txt}{space 11}length {c |}{col 21}{res} -19.7902595 -88.7239556 {txt}{space 5}displacement {c |}{col 21}{res} 0.6463527 10.6380315 {txt}{space 10}foreign {c |}{col 21}{res} 2988.0917572 3772.1989894 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -1878.6544500 5391.3216527 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:07 {com}. mat b=e(b) {txt}r; t=0.00 22:18:07 {com}. lasso2 price mpg-foreign, lambda(10000) adaptive prestd {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 3.5334774 4.6853615 {txt}{space 11}length {c |}{col 21}{res} -19.7902595 -88.7239556 {txt}{space 5}displacement {c |}{col 21}{res} 0.6463527 10.6380315 {txt}{space 10}foreign {c |}{col 21}{res} 2988.0917572 3772.1989894 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -1878.6544500 5391.3216527 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:07 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:07 {com}. // lasso, theta=2 . lasso2 price mpg-foreign, lambda(10000) adaptive adatheta(2) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 2.9162209 3.3828729 {txt}{space 10}foreign {c |}{col 21}{res} 2554.2046516 3628.9674452 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -3473.3895778 -5215.3936539 {txt}{hline 18}{c BT}{hline 32} r; t=0.01 22:18:07 {com}. mat b=e(b) {txt}r; t=0.00 22:18:07 {com}. lasso2 price mpg-foreign, lambda(10000) adaptive prestd adatheta(2) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 2.9162209 3.3828729 {txt}{space 10}foreign {c |}{col 21}{res} 2554.2046516 3628.9674452 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -3473.3895778 -5215.3936539 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:07 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:07 {com}. // elastic net . lasso2 price mpg-foreign, lambda(10000) adaptive alpha(0.5) adatheta(2) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 0.0511985 3.9403854 {txt}{space 11}length {c |}{col 21}{res} 1.3208071 -92.2794260 {txt}{space 5}displacement {c |}{col 21}{res} 0.3645126 5.3125473 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 5669.9399653 10522.0760112 {txt}{hline 18}{c BT}{hline 32} r; t=0.01 22:18:08 {com}. mat b=e(b) {txt}r; t=0.00 22:18:08 {com}. lasso2 price mpg-foreign, lambda(10000) adaptive prestd alpha(0.5) adatheta(2) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 0.0511985 3.9403854 {txt}{space 11}length {c |}{col 21}{res} 1.3208071 -92.2794260 {txt}{space 5}displacement {c |}{col 21}{res} 0.3645126 5.3125473 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 5669.9399653 10522.0760112 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:08 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:08 {com}. . . . * lglmnet version . * lglmnet standardizes automatically unless overridden by nostd (=unitloadings) . . // replicate adaptive lasso with lglmnet and no standardization . // nostd overrides standardization . . // use unstandardized coefficients . qui reg price mpg-foreign {txt}r; t=0.01 22:18:08 {com}. . mata: st_matrix("psi",1:/abs(st_matrix("e(b)"))) {res}{txt}r; t=0.00 22:18:08 {com}. mat psi = psi[1,1..10] {txt}r; t=0.00 22:18:08 {com}. mat psi2 = J(1,10,1) {txt}r; t=0.00 22:18:08 {com}. . // lasso . lasso2 price mpg-foreign, lambda(1000) adaptive lglmnet nostd {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 9}headroom {c |}{col 21}{res} -440.1455978 -644.6517590 {txt}{space 12}trunk {c |}{col 21}{res} 9.5308793 79.2360875 {txt}{space 11}weight {c |}{col 21}{res} 4.3899470 4.6208329 {txt}{space 11}length {c |}{col 21}{res} -61.7840967 -73.5220097 {txt}{space 13}turn {c |}{col 21}{res} -85.5802843 -129.6162788 {txt}{space 5}displacement {c |}{col 21}{res} 11.1119369 12.4392195 {txt}{space 10}foreign {c |}{col 21}{res} 3489.0544931 3451.0082476 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 5800.4084112 8454.4644106 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:08 {com}. mat b=e(b) {txt}r; t=0.00 22:18:08 {com}. lasso2 price mpg-foreign, lambda(1000) ploadings(psi) nostd lglmnet {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 9}headroom {c |}{col 21}{res} -440.1455978 -644.6517590 {txt}{space 12}trunk {c |}{col 21}{res} 9.5308793 79.2360875 {txt}{space 11}weight {c |}{col 21}{res} 4.3899470 4.6208329 {txt}{space 11}length {c |}{col 21}{res} -61.7840967 -73.5220097 {txt}{space 13}turn {c |}{col 21}{res} -85.5802843 -129.6162788 {txt}{space 5}displacement {c |}{col 21}{res} 11.1119369 12.4392195 {txt}{space 10}foreign {c |}{col 21}{res} 3489.0544931 3451.0082476 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 5800.4084111 8454.4644106 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:08 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:08 {com}. // elastic net . lasso2 price mpg-foreign, lambda(1000) adaptive lglmnet nostd alpha(0.5) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -18.6207172 -21.8051782 {txt}{space 12}rep78 {c |}{col 21}{res} 362.5658033 184.7934987 {txt}{space 9}headroom {c |}{col 21}{res} -418.9268142 -635.4921033 {txt}{space 12}trunk {c |}{col 21}{res} 25.3948022 71.4992915 {txt}{space 11}weight {c |}{col 21}{res} 4.2253682 4.5211613 {txt}{space 11}length {c |}{col 21}{res} -67.6630819 -76.4910106 {txt}{space 13}turn {c |}{col 21}{res} -167.8771315 -114.2776716 {txt}{space 5}displacement {c |}{col 21}{res} 10.0720132 11.5401247 {txt}{space 7}gear_ratio {c |}{col 21}{res} 60.6712517 -318.6478765 {txt}{space 10}foreign {c |}{col 21}{res} 1188.4949021 3334.8483415 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 10282.6556138 9789.4941906 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:08 {com}. mat b=e(b) {txt}r; t=0.00 22:18:08 {com}. lasso2 price mpg-foreign, lambda(1000) ploadings(psi) ploadings2(psi2) nostd lglmnet alpha(0.5) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 14}mpg {c |}{col 21}{res} -18.6207172 -21.8051782 {txt}{space 12}rep78 {c |}{col 21}{res} 362.5658033 184.7934987 {txt}{space 9}headroom {c |}{col 21}{res} -418.9268142 -635.4921033 {txt}{space 12}trunk {c |}{col 21}{res} 25.3948022 71.4992915 {txt}{space 11}weight {c |}{col 21}{res} 4.2253682 4.5211613 {txt}{space 11}length {c |}{col 21}{res} -67.6630819 -76.4910106 {txt}{space 13}turn {c |}{col 21}{res} -167.8771315 -114.2776716 {txt}{space 5}displacement {c |}{col 21}{res} 10.0720132 11.5401247 {txt}{space 7}gear_ratio {c |}{col 21}{res} 60.6712517 -318.6478765 {txt}{space 10}foreign {c |}{col 21}{res} 1188.4949021 3334.8483415 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 10282.6556138 9789.4941906 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:08 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:08 {com}. . // use adaloadings option + unstandardized coefficients + no standardization . qui reg price mpg-foreign {txt}r; t=0.01 22:18:08 {com}. . mata: st_matrix("psi",st_matrix("e(b)")) {res}{txt}r; t=0.00 22:18:08 {com}. mat psi = psi[1,1..10] {txt}r; t=0.00 22:18:08 {com}. . // lasso . lasso2 price mpg-foreign, lambda(10000) adaptive lglmnet nostd {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 3.1464495 6.0428546 {txt}{space 11}length {c |}{col 21}{res} -5.3719360 -97.6734830 {txt}{space 10}foreign {c |}{col 21}{res} 2852.4835871 3639.2055334 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -3250.7487475 5107.2746990 {txt}{hline 18}{c BT}{hline 32} r; t=0.01 22:18:08 {com}. mat b=e(b) {txt}r; t=0.00 22:18:08 {com}. lasso2 price mpg-foreign, lambda(10000) adaloadings(psi) nostd lglmnet {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 3.1464495 6.0428546 {txt}{space 11}length {c |}{col 21}{res} -5.3719360 -97.6734830 {txt}{space 10}foreign {c |}{col 21}{res} 2852.4835871 3639.2055334 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -3250.7487475 5107.2746990 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:08 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:08 {com}. // elastic net . lasso2 price mpg-foreign, lambda(10000) adaptive lglmnet nostd alpha(0.5) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 9}headroom {c |}{col 21}{res} -43.1512387 -494.2807994 {txt}{space 11}weight {c |}{col 21}{res} 3.3803895 4.5188718 {txt}{space 11}length {c |}{col 21}{res} -43.1770991 -62.0918378 {txt}{space 13}turn {c |}{col 21}{res} -47.7861837 -133.5774107 {txt}{space 5}displacement {c |}{col 21}{res} 0.8558751 12.7937015 {txt}{space 10}foreign {c |}{col 21}{res} 210.2772802 3492.6255532 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 5824.1590005 7338.6665901 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:08 {com}. mat b=e(b) {txt}r; t=0.00 22:18:08 {com}. lasso2 price mpg-foreign, lambda(10000) adaloadings(psi) nostd lglmnet alpha(0.5) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 9}headroom {c |}{col 21}{res} -43.1512387 -494.2807994 {txt}{space 11}weight {c |}{col 21}{res} 3.3803895 4.5188718 {txt}{space 11}length {c |}{col 21}{res} -43.1770991 -62.0918378 {txt}{space 13}turn {c |}{col 21}{res} -47.7861837 -133.5774107 {txt}{space 5}displacement {c |}{col 21}{res} 0.8558751 12.7937015 {txt}{space 10}foreign {c |}{col 21}{res} 210.2772802 3492.6255532 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 5824.1590005 7338.6665901 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:08 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:08 {com}. . // replicate adaptive lasso with lglmnet and standardization . // lglmnet standardizes by default unless overridden by nostd . . // use standardized coefficients . // note dep var doesn't have to be standardized . qui reg price mpg_sd-foreign_sd {txt}r; t=0.01 22:18:08 {com}. . mata: st_matrix("psi",1:/abs(st_matrix("e(b)"))) {res}{txt}r; t=0.00 22:18:08 {com}. mat psi = psi[1,1..10] {txt}r; t=0.00 22:18:08 {com}. mat psi2 = J(1,10,1) {txt}r; t=0.00 22:18:08 {com}. . // lasso . lasso2 price mpg-foreign, lambda(1000) adaptive lglmnet {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 2.8683662 3.3828729 {txt}{space 10}foreign {c |}{col 21}{res} 2584.3490652 3628.9674452 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -3337.4670369 -5215.3936539 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:08 {com}. mat b=e(b) {txt}r; t=0.00 22:18:08 {com}. lasso2 price mpg-foreign, lambda(1000) ploadings(psi) lglmnet {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 2.8683662 3.3828729 {txt}{space 10}foreign {c |}{col 21}{res} 2584.3490655 3628.9674452 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -3337.4670377 -5215.3936539 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:08 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:08 {com}. // elastic net . lasso2 price mpg-foreign, lambda(1000) adaptive lglmnet alpha(0.5) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 1.5738510 1.9042391 {txt}{space 5}displacement {c |}{col 21}{res} 8.1371763 14.1230186 {txt}{space 10}foreign {c |}{col 21}{res} 2076.6614435 3806.7745563 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -869.1066989 -3582.6060008 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:08 {com}. mat b=e(b) {txt}r; t=0.00 22:18:08 {com}. lasso2 price mpg-foreign, lambda(1000) ploadings(psi) ploadings2(psi2) lglmnet alpha(0.5) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 1.5738510 1.9042391 {txt}{space 5}displacement {c |}{col 21}{res} 8.1371763 14.1230186 {txt}{space 10}foreign {c |}{col 21}{res} 2076.6614435 3806.7745563 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -869.1066989 -3582.6060008 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:08 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:08 {com}. . // use standardized coefficients + adaloadings option . // note dep var doesn't have to be standardized . qui reg price mpg_sd-foreign_sd {txt}r; t=0.01 22:18:08 {com}. . mata: st_matrix("psi",st_matrix("e(b)")) {res}{txt}r; t=0.00 22:18:08 {com}. mat psi = psi[1,1..10] {txt}r; t=0.00 22:18:08 {com}. . // lasso . lasso2 price mpg-foreign, lambda(1000) adaptive lglmnet {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 2.8683662 3.3828729 {txt}{space 10}foreign {c |}{col 21}{res} 2584.3490652 3628.9674452 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -3337.4670369 -5215.3936539 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:08 {com}. mat b=e(b) {txt}r; t=0.00 22:18:08 {com}. lasso2 price mpg-foreign, lambda(1000) adaloadings(psi) lglmnet {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 2.8683662 3.3828729 {txt}{space 10}foreign {c |}{col 21}{res} 2584.3490652 3628.9674452 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -3337.4670369 -5215.3936539 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:08 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:08 {com}. // elastic net . lasso2 price mpg-foreign, lambda(1000) adaptive lglmnet alpha(0.5) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 1.5738510 1.9042391 {txt}{space 5}displacement {c |}{col 21}{res} 8.1371763 14.1230186 {txt}{space 10}foreign {c |}{col 21}{res} 2076.6614435 3806.7745563 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -869.1066989 -3582.6060008 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:08 {com}. mat b=e(b) {txt}r; t=0.00 22:18:08 {com}. lasso2 price mpg-foreign, lambda(1000) adaloadings(psi) lglmnet alpha(0.5) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}weight {c |}{col 21}{res} 1.5738510 1.9042391 {txt}{space 5}displacement {c |}{col 21}{res} 8.1371763 14.1230186 {txt}{space 10}foreign {c |}{col 21}{res} 2076.6614435 3806.7745563 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -869.1066989 -3582.6060008 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:08 {com}. assert mreldif(b,e(b)) < 1e-7 {txt}r; t=0.00 22:18:08 {com}. . . . ******************************************************************************** . *** replicate sqrt-lasso Matlab program *** . ******************************************************************************** . . * load example data . insheet using "$prostate", tab clear {txt}(11 vars, 97 obs) r; t=0.74 22:18:09 {com}. global model lpsa lcavol lweight age lbph svi lcp gleason pgg45 {txt}r; t=0.00 22:18:09 {com}. . // uses the Matlab code "SqrtLassoIterative.m" (available on request) . . lasso2 $model, sqrt l(40) unitload {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3633759 0.6650165 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0102638 0.0052330 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.7375806 1.4530193 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:09 {com}. mat a=e(betaAll) {txt}r; t=0.00 22:18:09 {com}. /* > ans = > > 0.3627 > 0 > 0 > 0 > 0 > 0 > 0 > 0.0103 > 1.7383 > */ . mat b = (0.3627,0,0,0,0,0,0,0.0103,1.7383) {txt}r; t=0.00 22:18:09 {com}. comparemat a b {txt}mreldif=.0004960154300146. tolerance = .01 {res} {txt}__000000[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .36337592 0 0 0 0 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .01026376 1.7375806 {reset}{res} {txt}__000001[1,9] c1 c2 c3 c4 c5 c6 c7 c8 c9 r1 {res} .3627 0 0 0 0 0 0 .0103 1.7383 {reset}r; t=0.04 22:18:09 {com}. . lasso2 $model, sqrt l(10) unitload {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5770595 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.1966298 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0091588 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0773017 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.0684991 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0063071 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.3943635 0.5214696 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:09 {com}. mat a=e(betaAll) {txt}r; t=0.00 22:18:09 {com}. /* > ans = > > 0.5771 > 0.1965 > -0.0092 > 0.0773 > 0.0685 > 0 > 0 > 0.0063 > 1.3946 > */ . mat b = (0.5771,0.1965,-0.0092,0.0773,0.0685,0,0,0.0063,1.3946) {txt}r; t=0.00 22:18:09 {com}. comparemat a b {txt}mreldif=.0001084546926302. tolerance = .01 {res} {txt}__000000[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .5770595 .19662977 -.00915877 .07730169 .06849909 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00630709 1.3943635 {reset}{res} {txt}__000001[1,9] c1 c2 c3 c4 c5 c6 c7 c8 c9 r1 {res} .5771 .1965 -.0092 .0773 .0685 0 0 .0063 1.3946 {reset}r; t=0.00 22:18:09 {com}. . lasso2 $model, sqrt l(1) unitload {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5610670 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5773233 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0195493 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0950561 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6699614 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0766178 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0085670 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0049412 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.5277550 0.1815609 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:09 {com}. mat a=e(betaAll) {txt}r; t=0.00 22:18:09 {com}. /* > ans = > > 0.5610 > 0.5774 > -0.0196 > 0.0950 > 0.6700 > -0.0766 > 0.0088 > 0.0049 > 0.5259 > */ . mat b = (0.5610, 0.5774,-0.0196,0.0950,0.6700,-0.0766,0.0088,0.0049,0.5259) {txt}r; t=0.00 22:18:09 {com}. comparemat a b {txt}mreldif=.0012156660543233. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56106703 .57732328 -.01954931 .09505606 .66996142 -.07661781 {txt} gleason pgg45 _cons lpsa {res} .00856705 .00494122 .52775498 {reset}{res} {txt}__000001[1,9] c1 c2 c3 c4 c5 c6 c7 c8 c9 r1 {res} .561 .5774 -.0196 .095 .67 -.0766 .0088 .0049 .5259 {reset}r; t=0.00 22:18:09 {com}. . ******************************************************************************** . *** validation using Stata's elasticnet *** . ******************************************************************************** . . // ridge (requires 2 grid points for some reason) . cap noi elasticnet linear $model, alphas(0) grid(2, min(0.25)) {res} {txt}Evaluating up to {res}2 {txt}lambdas in grid ... {txt}Grid value {res}1{txt}:{col 19}{txt}lambda ={res} 8.43e+07{txt}{space 3}no. of nonzero coef. = {res} 8 {txt}Grid value {res}2{txt}:{col 19}{txt}lambda ={res} .25{txt}{space 3}no. of nonzero coef. = {res} 8 {res}10{txt}-fold cross-validation with {res}2 {txt}lambdas ... {txt}Fold {res} 1 {txt}of {res}10:{col 17}{txt}. {txt}Fold {res} 2 {txt}of {res}10:{col 17}{txt}. {txt}Fold {res} 3 {txt}of {res}10:{col 17}{txt}. {txt}Fold {res} 4 {txt}of {res}10:{col 17}{txt}. {txt}Fold {res} 5 {txt}of {res}10:{col 17}{txt}. {txt}Fold {res} 6 {txt}of {res}10:{col 17}{txt}. {txt}Fold {res} 7 {txt}of {res}10:{col 17}{txt}. {txt}Fold {res} 8 {txt}of {res}10:{col 17}{txt}. {txt}Fold {res} 9 {txt}of {res}10:{col 17}{txt}. {txt}Fold {res}10 {txt}of {res}10:{col 17}{txt}. ... cross-validation complete {res}{txt} Elastic net linear {txt}model{txt}{col 50}No. of obs{col 68}={res} 97 {txt}{col 50}No. of covariates{col 68}={res} 8 {txt}Selection: {res}Cross-validation{txt}{col 50}No. of CV folds{col 68}={res} 10 {txt}{hline 5}{hline 10}{c TT}{hline 17}{hline 11}{hline 9}{hline 13}{hline 13} {col 16}{c |}{col 45} No. of{col 54} Out-of-{col 67} CV mean {col 16}{c |}{col 45} nonzero{col 54} sample{col 67} prediction {col 1}alpha{col 6} ID{col 16}{c |} Description{col 34} lambda{col 45} coef.{col 54} R-squared{col 67} error {hline 5}{hline 10}{c +}{hline 17}{hline 11}{hline 9}{hline 13}{hline 13} {col 1}{res}0.000{col 16}{txt}{c |} {col 6} 1{col 16}{c |} first lambda{col 34}{res}{space 2} 843.4274{col 45} 8{col 54}{space 6} 0.0280{col 67}{space 4} 1.355655 {col 6}{txt} * 2{col 16}{c |} selected lambda{col 34}{res}{space 2} .25{col 45} 8{col 54}{space 6} 0.5751{col 67}{space 4} .5602684 {txt}{hline 5}{hline 10}{c BT}{hline 17}{hline 11}{hline 9}{hline 13}{hline 13} * alpha and lambda selected by cross-validation. r; t=1.32 22:18:10 {com}. lassoselect alpha = 0 lambda = 0.25 {res}{txt}{bf:ID} = {res}2 {txt}alpha = {res}0.000 {txt}lambda = {res}.25 {txt}selected r; t=0.19 22:18:10 {com}. lassocoef, display(coef, penalized) {res} {txt}{hline 13}{c TT}{hline 10} {col 14}{c |} active {hline 13}{c +}{hline 10} {space 6}lcavol {c |}{col 14}{res}{space 1} .3939533 {txt}{space 5}lweight {c |}{col 14}{res}{space 1} .5517851 {txt}{space 9}age {c |}{col 14}{res}{space 1}-.0103746 {txt}{space 8}lbph {c |}{col 14}{res}{space 1} .0707619 {txt}{space 9}svi {c |}{col 14}{res}{space 1} .5883225 {txt}{space 9}lcp {c |}{col 14}{res}{space 1} .0293956 {txt}{space 5}gleason {c |}{col 14}{res}{space 1} .0748372 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 1} .0027223 {txt}{space 7}_cons {c |}{col 14}{res}{space 1}-.0941823 {txt}{hline 13}{c BT}{hline 10} Legend: b - base level e - empty cell o - omitted r; t=0.81 22:18:11 {com}. mat b=e(b) {txt}r; t=0.00 22:18:11 {com}. // Stata lambda = 2N*lambda . global L=2*e(N)*0.25 {txt}r; t=0.00 22:18:11 {com}. lasso2 $model, lambda($L) alpha(0) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3939533 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5517851 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0103746 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0707619 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.5883225 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0293956 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0748372 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0027223 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0941823 0.1815609 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:11 {com}. assert mreldif(b,e(b))<1e-7 {txt}r; t=0.00 22:18:11 {com}. . // lasso . cap noi elasticnet linear $model, alphas(1) grid(1, min(0.25)) {res} {res}10{txt}-fold cross-validation with {res}1 {txt}lambdas ... {txt}Grid value {res}1{txt}:{col 19}{txt}lambda ={res} .25{txt}{space 3}no. of nonzero coef. = {res} 3 {p 0 7 0 66}{txt}Folds: 1{txt}.{txt}.{txt}.{txt}5{txt}.{txt}.{txt}.{txt}.{txt}10{space 3}CVF ={res} .6486693{p_end}{txt} Elastic net linear {txt}model{txt}{col 50}No. of obs{col 68}={res} 97 {txt}{col 50}No. of covariates{col 68}={res} 8 {txt}Selection: {res}Cross-validation{txt}{col 50}No. of CV folds{col 68}={res} 10 {txt}{hline 5}{hline 10}{c TT}{hline 17}{hline 11}{hline 9}{hline 13}{hline 13} {col 16}{c |}{col 45} No. of{col 54} Out-of-{col 67} CV mean {col 16}{c |}{col 45} nonzero{col 54} sample{col 67} prediction {col 1}alpha{col 6} ID{col 16}{c |} Description{col 34} lambda{col 45} coef.{col 54} R-squared{col 67} error {hline 5}{hline 10}{c +}{hline 17}{hline 11}{hline 9}{hline 13}{hline 13} {col 1}{res}1.000{col 16}{txt}{c |} {col 6} * 1{col 16}{c |} selected lambda{col 34}{res}{space 2} .25{col 45} 3{col 54}{space 6} 0.5081{col 67}{space 4} .6486693 {txt}{hline 5}{hline 10}{c BT}{hline 17}{hline 11}{hline 9}{hline 13}{hline 13} * alpha and lambda selected by cross-validation. r; t=0.37 22:18:12 {com}. lassoselect alpha = 1 lambda = 0.25 {res}{txt}{bf:ID} = {res}1 {txt}alpha = {res}1.000 {txt}lambda = {res}.25 {txt}selected r; t=0.09 22:18:12 {com}. lassocoef, display(coef, penalized) {res} {txt}{hline 13}{c TT}{hline 10} {col 14}{c |} active {hline 13}{c +}{hline 10} {space 6}lcavol {c |}{col 14}{res}{space 1} .4332965 {txt}{space 5}lweight {c |}{col 14}{res}{space 1} .2054252 {txt}{space 9}svi {c |}{col 14}{res}{space 1} .2740219 {txt}{space 7}_cons {c |}{col 14}{res}{space 1} 1.088632 {txt}{hline 13}{c BT}{hline 10} Legend: b - base level e - empty cell o - omitted r; t=0.01 22:18:12 {com}. mat b=e(b) {txt}r; t=0.00 22:18:12 {com}. // Stata lambda = 2N*lambda . global L=2*e(N)*0.25 {txt}r; t=0.00 22:18:12 {com}. lasso2 $model, lambda($L) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4332964 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.2054252 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.2740219 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.0886320 -0.7771568 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:12 {com}. assert mreldif(b,e(b))<1e-7 {txt}r; t=0.00 22:18:12 {com}. . // elastic net . cap noi elasticnet linear $model, alphas(0.5) grid(1, min(0.25)) {res} {res}10{txt}-fold cross-validation with {res}1 {txt}lambdas ... {txt}Grid value {res}1{txt}:{col 19}{txt}lambda ={res} .25{txt}{space 3}no. of nonzero coef. = {res} 5 {p 0 7 0 66}{txt}Folds: 1{txt}.{txt}.{txt}.{txt}5{txt}.{txt}.{txt}.{txt}.{txt}10{space 3}CVF ={res} .611926{p_end}{txt} Elastic net linear {txt}model{txt}{col 50}No. of obs{col 68}={res} 97 {txt}{col 50}No. of covariates{col 68}={res} 8 {txt}Selection: {res}Cross-validation{txt}{col 50}No. of CV folds{col 68}={res} 10 {txt}{hline 5}{hline 10}{c TT}{hline 17}{hline 11}{hline 9}{hline 13}{hline 13} {col 16}{c |}{col 45} No. of{col 54} Out-of-{col 67} CV mean {col 16}{c |}{col 45} nonzero{col 54} sample{col 67} prediction {col 1}alpha{col 6} ID{col 16}{c |} Description{col 34} lambda{col 45} coef.{col 54} R-squared{col 67} error {hline 5}{hline 10}{c +}{hline 17}{hline 11}{hline 9}{hline 13}{hline 13} {col 1}{res}0.500{col 16}{txt}{c |} {col 6} * 1{col 16}{c |} selected lambda{col 34}{res}{space 2} .25{col 45} 5{col 54}{space 6} 0.5360{col 67}{space 4} .611926 {txt}{hline 5}{hline 10}{c BT}{hline 17}{hline 11}{hline 9}{hline 13}{hline 13} * alpha and lambda selected by cross-validation. r; t=0.29 22:18:12 {com}. lassoselect alpha = 0.5 lambda = 0.25 {res}{txt}{bf:ID} = {res}1 {txt}alpha = {res}0.500 {txt}lambda = {res}.25 {txt}selected r; t=0.07 22:18:12 {com}. lassocoef, display(coef, penalized) {res} {txt}{hline 13}{c TT}{hline 10} {col 14}{c |} active {hline 13}{c +}{hline 10} {space 6}lcavol {c |}{col 14}{res}{space 1} .4153708 {txt}{space 5}lweight {c |}{col 14}{res}{space 1} .4184833 {txt}{space 8}lbph {c |}{col 14}{res}{space 1} .0019552 {txt}{space 9}svi {c |}{col 14}{res}{space 1} .4724444 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 1} .0012783 {txt}{space 7}_cons {c |}{col 14}{res}{space 1} .2653353 {txt}{hline 13}{c BT}{hline 10} Legend: b - base level e - empty cell o - omitted r; t=0.01 22:18:12 {com}. mat b=e(b) {txt}r; t=0.00 22:18:12 {com}. // Stata lambda = 2N*lambda . global L=2*e(N)*0.25 {txt}r; t=0.00 22:18:12 {com}. lasso2 $model, lambda($L) alpha(0.5) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4153708 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4184833 0.5490809 {txt}{space 13}lbph {c |}{col 21}{res} 0.0019552 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.4724444 0.6496250 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0012783 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.2653354 -0.4136749 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:12 {com}. assert mreldif(b,e(b))<1e-7 {txt}r; t=0.00 22:18:12 {com}. . . ******************************************************************************** . *** norecover option *** . ******************************************************************************** . . // partial() with constant . lasso2 $model, partial(age) l(50 20 10) {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 50.00000{col 25} 3{col 31} 0.88384{col 43} -30.85353{txt} {res}{col 56} 0.5296{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}age _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 20.00000{col 25} 5{col 31} 1.48772{col 43} -43.08865{txt} {res}{col 56} 0.6227{txt}{col 65}{c |}{res}{col 67}Added lbph {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.05 22:18:12 {com}. mat A = e(betas) {txt}r; t=0.00 22:18:12 {com}. mat A = A[2,1..9] {txt}r; t=0.00 22:18:12 {com}. lasso2 $model, l(20) partial(age) postall {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4879089 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.4887205 0.6152349 {txt}{space 13}lbph {c |}{col 21}{res} 0.0240670 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.4857605 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0012652 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 14}age {c |}{col 21}{res} -0.0070139 -0.0190343 {txt}{space 12}_cons {c |}{col 21}{res} 0.3556899 0.5214696 {txt}{hline 18}{c BT}{hline 32} r; t=0.05 22:18:12 {com}. mat B = e(b) {txt}r; t=0.00 22:18:12 {com}. comparemat A B {txt}mreldif=4.69906603143e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight lbph svi lcp gleason r2 {res} .48790885 .48872051 .024067 .48576053 0 0 {txt} pgg45 age _cons r2 {res} .00126516 -.0070139 .3556899 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight lbph svi lcp gleason y1 {res} .48790885 .48872051 .024067 .48576053 0 0 {txt} pgg45 age _cons y1 {res} .00126516 -.0070139 .3556899 {reset}r; t=0.00 22:18:12 {com}. . lasso2 $model, partial(age) l(50 20 10) nor {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 50.00000{col 25} 3{col 31} 0.88384{col 43} -30.85353{txt} {res}{col 56} 0.5296{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight svi. 2{txt}{col 7}{c |}{res} 2{col 13} 20.00000{col 25} 5{col 31} 1.48772{col 43} -43.08865{txt} {res}{col 56} 0.6227{txt}{col 65}{c |}{res}{col 67}Added lbph {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.01 22:18:12 {com}. mat A = e(betas) {txt}r; t=0.00 22:18:12 {com}. mat A = A[2,1..7] {txt}r; t=0.00 22:18:12 {com}. lasso2 $model, l(20) partial(age) nor postall {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4879089 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.4887205 0.6152349 {txt}{space 13}lbph {c |}{col 21}{res} 0.0240670 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.4857605 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0012652 0.0035248 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:12 {com}. mat B = e(b) {txt}r; t=0.00 22:18:12 {com}. comparemat A B {txt}mreldif=1.40447206847e-11. tolerance = .01 {res} {txt}__000000[1,7] lcavol lweight lbph svi lcp gleason r2 {res} .48790885 .48872051 .024067 .48576053 0 0 {txt} pgg45 r2 {res} .00126516 {reset}{res} {txt}__000001[1,7] o. o. lcavol lweight lbph svi lcp gleason y1 {res} .48790885 .48872051 .024067 .48576053 0 0 {txt} pgg45 y1 {res} .00126516 {reset}r; t=0.00 22:18:12 {com}. . // partial() with constant, unitloadings . lasso2 $model, partial(age) l(50 20 10) unitl {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 50.00000{col 25} 2{col 31} 0.44612{col 43} -28.38394{txt} {res}{col 56} 0.4942{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45 age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 2{col 13} 20.00000{col 25} 4{col 31} 0.69624{col 43} -32.94118{txt} {res}{col 56} 0.5608{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight lbph. 3{txt}{col 7}{c |}{res} 3{col 13} 10.00000{col 25} 5{col 31} 1.22372{col 43} -42.78188{txt} {res}{col 56} 0.6215{txt}{col 65}{c |}{res}{col 67}Added svi. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.05 22:18:12 {com}. mat A = e(betas) {txt}r; t=0.00 22:18:12 {com}. mat A = A[2,1..9] {txt}r; t=0.00 22:18:12 {com}. lasso2 $model, l(20) partial(age) postall unitl {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5779927 0.6120732 {txt}{space 10}lweight {c |}{col 21}{res} 0.0317167 0.6699703 {txt}{space 13}lbph {c |}{col 21}{res} 0.0796774 0.0686520 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0068551 0.0062945 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 14}age {c |}{col 21}{res} -0.0075357 -0.0201907 {txt}{space 12}_cons {c |}{col 21}{res} 1.8891378 0.3499401 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:12 {com}. mat B = e(b) {txt}r; t=0.00 22:18:12 {com}. comparemat A B {txt}mreldif=2.51999769599e-12. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight lbph svi lcp gleason r2 {res} .5779927 .03171671 .07967742 0 0 0 {txt} pgg45 age _cons r2 {res} .00685509 -.00753574 1.8891378 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight lbph svi lcp gleason y1 {res} .5779927 .03171671 .07967742 0 0 0 {txt} pgg45 age _cons y1 {res} .00685509 -.00753574 1.8891378 {reset}r; t=0.00 22:18:12 {com}. . lasso2 $model, partial(age) l(50 20 10) nor unitl {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 50.00000{col 25} 2{col 31} 0.44612{col 43} -28.38394{txt} {res}{col 56} 0.4942{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45. 2{txt}{col 7}{c |}{res} 2{col 13} 20.00000{col 25} 4{col 31} 0.69624{col 43} -32.94118{txt} {res}{col 56} 0.5608{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight lbph. 3{txt}{col 7}{c |}{res} 3{col 13} 10.00000{col 25} 5{col 31} 1.22372{col 43} -42.78188{txt} {res}{col 56} 0.6215{txt}{col 65}{c |}{res}{col 67}Added svi. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.01 22:18:12 {com}. mat A = e(betas) {txt}r; t=0.00 22:18:12 {com}. mat A = A[2,1..7] {txt}r; t=0.00 22:18:12 {com}. lasso2 $model, l(20) partial(age) nor postall unitl {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5779927 0.6120732 {txt}{space 10}lweight {c |}{col 21}{res} 0.0317167 0.6699703 {txt}{space 13}lbph {c |}{col 21}{res} 0.0796774 0.0686520 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0068551 0.0062945 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:12 {com}. mat B = e(b) {txt}r; t=0.00 22:18:12 {com}. comparemat A B {txt}mreldif=2.31267159350e-12. tolerance = .01 {res} {txt}__000000[1,7] lcavol lweight lbph svi lcp gleason r2 {res} .5779927 .03171671 .07967742 0 0 0 {txt} pgg45 r2 {res} .00685509 {reset}{res} {txt}__000001[1,7] o. o. o. lcavol lweight lbph svi lcp gleason y1 {res} .5779927 .03171671 .07967742 0 0 0 {txt} pgg45 y1 {res} .00685509 {reset}r; t=0.00 22:18:12 {com}. . // no partial() w/ constant, unitloadings . lasso2 $model, l(50 20 10) unitl {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 50.00000{col 25} 2{col 31} 0.44733{col 43} -28.46301{txt} {res}{col 56} 0.5091{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45 _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 20.00000{col 25} 5{col 31} 0.68869{col 43} -27.87450{txt} {res}{col 56} 0.5713{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph. 3{txt}{col 7}{c |}{res} 3{col 13} 10.00000{col 25} 6{col 31} 1.23031{col 43} -38.07893{txt} {res}{col 56} 0.6319{txt}{col 65}{c |}{res}{col 67}Added svi. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.02 22:18:12 {com}. mat A = e(betas) {txt}r; t=0.00 22:18:12 {com}. mat A = A[2,1..9] {txt}r; t=0.00 22:18:12 {com}. lasso2 $model, l(20) postall unitl {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5768407 0.6120732 {txt}{space 10}lweight {c |}{col 21}{res} 0.0234046 0.6699703 {txt}{space 14}age {c |}{col 21}{res} -0.0051037 -0.0201907 {txt}{space 13}lbph {c |}{col 21}{res} 0.0766171 0.0686520 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0067246 0.0062945 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.7690211 0.3499401 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:12 {com}. mat B = e(b) {txt}r; t=0.00 22:18:12 {com}. comparemat A B {txt}mreldif=3.17788397701e-13. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .57684069 .02340457 -.0051037 .07661707 0 0 {txt} gleason pgg45 _cons r2 {res} 0 .00672461 1.7690211 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp y1 {res} .57684069 .02340457 -.0051037 .07661707 0 0 {txt} o. gleason pgg45 _cons y1 {res} 0 .00672461 1.7690211 {reset}r; t=0.00 22:18:12 {com}. . lasso2 $model, l(50 20 10) nor unitl {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 50.00000{col 25} 2{col 31} 0.44733{col 43} -28.46301{txt} {res}{col 56} 0.5091{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45 _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 20.00000{col 25} 5{col 31} 0.68869{col 43} -27.87450{txt} {res}{col 56} 0.5713{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph. 3{txt}{col 7}{c |}{res} 3{col 13} 10.00000{col 25} 6{col 31} 1.23031{col 43} -38.07893{txt} {res}{col 56} 0.6319{txt}{col 65}{c |}{res}{col 67}Added svi. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.01 22:18:12 {com}. mat A = e(betas) {txt}r; t=0.00 22:18:12 {com}. mat A = A[2,1..9] {txt}r; t=0.00 22:18:12 {com}. lasso2 $model, l(20) nor postall unitl {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5768407 0.6120732 {txt}{space 10}lweight {c |}{col 21}{res} 0.0234046 0.6699703 {txt}{space 14}age {c |}{col 21}{res} -0.0051037 -0.0201907 {txt}{space 13}lbph {c |}{col 21}{res} 0.0766171 0.0686520 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0067246 0.0062945 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.7690211 0.3499401 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:12 {com}. mat B = e(b) {txt}r; t=0.00 22:18:12 {com}. comparemat A B {txt}mreldif=3.17788397701e-13. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .57684069 .02340457 -.0051037 .07661707 0 0 {txt} gleason pgg45 _cons r2 {res} 0 .00672461 1.7690211 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp y1 {res} .57684069 .02340457 -.0051037 .07661707 0 0 {txt} o. gleason pgg45 _cons y1 {res} 0 .00672461 1.7690211 {reset}r; t=0.00 22:18:12 {com}. . // no partial() w/o constant, unit loadings . lasso2 $model, l(50 20 10) unitl nocons {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 50.00000{col 25} 3{col 31} 0.47079{col 43} -23.56753{txt} {res}{col 56} 0.9088{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}age pgg45. 2{txt}{col 7}{c |}{res} 2{col 13} 20.00000{col 25} 5{col 31} 0.91164{col 43} -36.39277{txt} {res}{col 56} 0.9272{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight lbph. 3{txt}{col 7}{c |}{res} 3{col 13} 10.00000{col 25} 6{col 31} 1.31660{col 43} -42.77476{txt} {res}{col 56} 0.9350{txt}{col 65}{c |}{res}{col 67}Added svi. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.04 22:18:12 {com}. mat A = e(betas) {txt}r; t=0.00 22:18:12 {com}. mat A = A[2,1..8] {txt}r; t=0.00 22:18:12 {com}. lasso2 $model, l(20) postall unitl nocons {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5456868 0.6062460 {txt}{space 10}lweight {c |}{col 21}{res} 0.3355068 0.7214320 {txt}{space 14}age {c |}{col 21}{res} 0.0054302 -0.0175089 {txt}{space 13}lbph {c |}{col 21}{res} 0.0183596 0.0574396 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0066569 0.0062373 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:13 {com}. mat B = e(b) {txt}r; t=0.00 22:18:13 {com}. comparemat A B {txt}mreldif=9.26185810671e-09. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp r2 {res} .54568677 .33550676 .00543024 .0183596 0 0 {txt} gleason pgg45 r2 {res} 0 .00665687 {reset}{res} {txt}__000001[1,8] o. o. lcavol lweight age lbph svi lcp y1 {res} .54568677 .33550677 .00543024 .0183596 0 0 {txt} o. gleason pgg45 y1 {res} 0 .00665687 {reset}r; t=0.00 22:18:13 {com}. . lasso2 $model, l(50 20 10) nor unitl nocons {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 50.00000{col 25} 3{col 31} 0.47079{col 43} -23.56753{txt} {res}{col 56} 0.9088{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}age pgg45. 2{txt}{col 7}{c |}{res} 2{col 13} 20.00000{col 25} 5{col 31} 0.91164{col 43} -36.39277{txt} {res}{col 56} 0.9272{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight lbph. 3{txt}{col 7}{c |}{res} 3{col 13} 10.00000{col 25} 6{col 31} 1.31660{col 43} -42.77476{txt} {res}{col 56} 0.9350{txt}{col 65}{c |}{res}{col 67}Added svi. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.04 22:18:13 {com}. mat A = e(betas) {txt}r; t=0.00 22:18:13 {com}. mat A = A[2,1..8] {txt}r; t=0.00 22:18:13 {com}. lasso2 $model, l(20) nor postall unitl nocons {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5456868 0.6062460 {txt}{space 10}lweight {c |}{col 21}{res} 0.3355068 0.7214320 {txt}{space 14}age {c |}{col 21}{res} 0.0054302 -0.0175089 {txt}{space 13}lbph {c |}{col 21}{res} 0.0183596 0.0574396 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0066569 0.0062373 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:13 {com}. mat B = e(b) {txt}r; t=0.00 22:18:13 {com}. comparemat A B {txt}mreldif=9.26185810671e-09. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp r2 {res} .54568677 .33550676 .00543024 .0183596 0 0 {txt} gleason pgg45 r2 {res} 0 .00665687 {reset}{res} {txt}__000001[1,8] o. o. lcavol lweight age lbph svi lcp y1 {res} .54568677 .33550677 .00543024 .0183596 0 0 {txt} o. gleason pgg45 y1 {res} 0 .00665687 {reset}r; t=0.00 22:18:13 {com}. . . ******************************************************************************** . *** options *** . ******************************************************************************** . . cap lasso2 $model, alpha(0) sqrt {txt}r; t=0.00 22:18:13 {com}. if _rc != 198 {c -(} . exit 1 {txt}r; t=0.00 22:18:13 {com}. {c )-} {txt}r; t=0.00 22:18:13 {com}. * . // should say that lcount/lmax/lminr are being ignored . lasso2 $model, lambda(10) lcount(10) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5000819 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5144276 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0036627 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0468469 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5695171 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017981 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0014767 0.5214696 {txt}{hline 18}{c BT}{hline 32} r; t=0.01 22:18:13 {com}. lasso2 $model, lambda(10) lmax(100) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5000819 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5144276 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0036627 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0468469 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5695171 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017981 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0014767 0.5214696 {txt}{hline 18}{c BT}{hline 32} r; t=0.01 22:18:13 {com}. lasso2 $model, lambda(10) lminr(0.01) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5000819 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5144276 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0036627 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0468469 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5695171 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017981 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0014767 0.5214696 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:13 {com}. . // plotting only supported for lambda list . lasso2 $model, lambda(10) plotpath(lambda) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5000819 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5144276 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0036627 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0468469 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5695171 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017981 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0014767 0.5214696 {txt}{hline 18}{c BT}{hline 32} {err}Plotting only supported for list of lambda values. Plotting options ignored. {txt}r; t=0.01 22:18:13 {com}. . // incompatible options wrt penalty loadings . cap lasso2 $model, ploadings(abc) adaptive {txt}r; t=0.00 22:18:13 {com}. if _rc != 198 {c -(} . exit 1 {txt}r; t=0.00 22:18:13 {com}. {c )-} {txt}r; t=0.00 22:18:13 {com}. * . cap lasso2 $model, ploadings(abc) adatheta(3) {txt}r; t=0.00 22:18:13 {com}. if _rc != 198 {c -(} . exit 1 {txt}r; t=0.00 22:18:13 {com}. {c )-} {txt}r; t=0.00 22:18:13 {com}. * . . // var may not appear in partial() and notpen() . cap lasso2 $model, partial(age svi lcp) notpen(age svi) {txt}r; t=0.00 22:18:13 {com}. if _rc != 198 {c -(} . exit 1 {txt}r; t=0.00 22:18:13 {com}. {c )-} {txt}r; t=0.00 22:18:13 {com}. * . . // controls the output and content of e(b) . lasso2 $model, l(20) displayall {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4833840 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4543151 0.5490809 {txt}{space 14}age {c |}{col 21} (not selected) (not selected) {space 13}lbph {c |}{col 21}{res} 0.0125605 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.4947049 0.6496250 {txt}{space 14}lcp {c |}{col 21} (not selected) (not selected) {space 10}gleason {c |}{col 21} (not selected) (not selected) {space 12}pgg45 {c |}{col 21}{res} 0.0007356 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0508344 -0.4136749 {txt}{hline 18}{c BT}{hline 32} r; t=0.01 22:18:13 {com}. lasso2 $model, l(20) postall {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4833840 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4543151 0.5490809 {txt}{space 13}lbph {c |}{col 21}{res} 0.0125605 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.4947049 0.6496250 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0007356 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0508344 -0.4136749 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:13 {com}. mat list e(b) {res} {txt}e(b)[1,9] o. o. lcavol lweight age lbph svi lcp y1 {res} .48338398 .45431515 0 .01256049 .49470493 0 {txt} o. gleason pgg45 _cons y1 {res} 0 .00073557 .05083441 {reset}r; t=0.00 22:18:13 {com}. . lasso2 $model, l(20) displayall postall {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4833840 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4543151 0.5490809 {txt}{space 14}age {c |}{col 21} (not selected) (not selected) {space 13}lbph {c |}{col 21}{res} 0.0125605 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.4947049 0.6496250 {txt}{space 14}lcp {c |}{col 21} (not selected) (not selected) {space 10}gleason {c |}{col 21} (not selected) (not selected) {space 12}pgg45 {c |}{col 21}{res} 0.0007356 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0508344 -0.4136749 {txt}{hline 18}{c BT}{hline 32} r; t=0.01 22:18:13 {com}. mat list e(b) {res} {txt}e(b)[1,9] o. o. lcavol lweight age lbph svi lcp y1 {res} .48338398 .45431515 0 .01256049 .49470493 0 {txt} o. gleason pgg45 _cons y1 {res} 0 .00073557 .05083441 {reset}r; t=0.00 22:18:13 {com}. . ******************************************************************************** . *** verify results are the same for scalar lambda vs lambda list *** . ******************************************************************************** . . global lambdalist 150 130 100 80 60 30 10 5 3 1 {txt}r; t=0.00 22:18:13 {com}. . * lasso . lasso2 $model, l($lambdalist) {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 1{col 31} 0.05990{col 43} 27.25410{txt} {res}{col 56} 0.0861{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 4{col 13} 80.00000{col 25} 2{col 31} 0.38311{col 43} -11.07754{txt} {res}{col 56} 0.4128{txt}{col 65}{c |}{res}{col 67}Added svi. 3{txt}{col 7}{c |}{res} 5{col 13} 60.00000{col 25} 3{col 31} 0.68973{col 43} -22.33875{txt} {res}{col 56} 0.5012{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 4{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 6{col 31} 1.63633{col 43} -41.56110{txt} {res}{col 56} 0.6449{txt}{col 65}{c |}{res}{col 67}Added age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph pgg45. 5{txt}{col 7}{c |}{res} 8{col 13} 5.00000{col 25} 7{col 31} 1.77945{col 43} -39.70817{txt} {res}{col 56} 0.6547{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 6{txt}{col 7}{c |}{res} 9{col 13} 3.00000{col 25} 8{col 31} 1.92855{col 43} -36.50334{txt} {res}{col 56} 0.6595{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.02 22:18:13 {com}. mat A = e(betas) {txt}r; t=0.00 22:18:13 {com}. local j=1 {txt}r; t=0.00 22:18:13 {com}. foreach i of numlist $lambdalist {c -(} {txt} 2{com}. mat a = A[`j',1..9] {txt} 3{com}. lasso2 $model, l(`i') {txt} 4{com}. mat b = e(betaAll) {txt} 5{com}. comparemat a b {txt} 6{com}. local j=`j'+1 {txt} 7{com}. {c )-} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.0598973 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.3975250 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .05989726 0 0 0 0 0 {txt} gleason pgg45 _cons r1 {res} 0 0 2.397525 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .05989726 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 2.397525 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1478203 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.2788280 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .14782035 0 0 0 0 0 {txt} gleason pgg45 _cons r2 {res} 0 0 2.278828 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .14782035 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 2.278828 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2797050 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.1007825 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .27970497 0 0 0 0 0 {txt} gleason pgg45 _cons r3 {res} 0 0 2.1007825 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .27970497 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 2.1007825 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3640141 0.5925572 {txt}{space 14}svi {c |}{col 21}{res} 0.0190941 0.6697460 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.9828306 1.5334325 {txt}{hline 18}{c BT}{hline 32} mreldif=3.47347676312e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .3640141 0 0 0 .01909411 0 {txt} gleason pgg45 _cons r4 {res} 0 0 1.9828306 {reset}{res} {txt}__000001[1,9] o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .3640141 0 0 0 .01909411 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.9828306 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4113503 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.0972197 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.1811578 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.5310355 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=3.64894066907e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .41135029 .09721972 0 0 .18115776 0 {txt} gleason pgg45 _cons r5 {res} 0 0 1.5310355 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .41135029 .09721972 0 0 .18115776 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5310355 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4686011 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.3794948 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.4234121 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.3769394 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=6.31349140970e-13. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .46860109 .37949483 0 0 .42341213 0 {txt} gleason pgg45 _cons r6 {res} 0 0 .37693939 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .46860109 .37949483 0 0 .42341213 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 .37693939 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5000819 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5144276 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0036627 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0468469 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5695171 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017981 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0014767 0.5214696 {txt}{hline 18}{c BT}{hline 32} mreldif=1.31041963606e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .50008192 .5144276 -.00366265 .04684694 .56951709 0 {txt} gleason pgg45 _cons r7 {res} 0 .00179809 -.00147665 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .50008192 .5144276 -.00366265 .04684694 .56951709 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00179809 -.00147665 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5103239 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5667938 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0114298 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0709988 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6047708 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0126983 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0024330 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1794362 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=3.92227863627e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .51032392 .56679383 -.0114298 .07099876 .60477082 0 {txt} gleason pgg45 _cons r8 {res} .01269834 .002433 .17943617 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .51032392 .56679383 -.0114298 .07099876 .60477082 0 {txt} gleason pgg45 _cons lpsa {res} .01269834 .002433 .17943617 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5271866 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5888570 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0151554 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0810988 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6551930 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0314146 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0265810 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0030672 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1877759 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=4.42492375906e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .52718658 .58885699 -.01515545 .08109881 .65519303 -.03141459 {txt} gleason pgg45 _cons r9 {res} .02658104 .00306722 .18777595 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .52718658 .58885699 -.01515545 .08109881 .65519303 -.03141459 {txt} gleason pgg45 _cons lpsa {res} .02658104 .00306722 .18777595 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5519564 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6109655 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0192173 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0915080 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7261799 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0811722 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0416790 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0039941 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1836326 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=4.03313531135e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .55195639 .61096553 -.01921727 .09150795 .72617991 -.08117216 {txt} gleason pgg45 _cons r10 {res} .04167896 .00399408 .18363256 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55195639 .61096553 -.01921727 .09150795 .72617991 -.08117216 {txt} gleason pgg45 _cons lpsa {res} .04167896 .00399408 .18363256 {reset}r; t=0.14 22:18:13 {com}. * . . * lasso (w/o constant) . lasso2 $model, l($lambdalist) nocons {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 3{col 31} 0.54947{col 43} 18.97700{txt} {res}{col 56} 0.8585{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 2{txt}{col 7}{c |}{res} 5{col 13} 60.00000{col 25} 4{col 31} 1.02848{col 43} -31.11343{txt} {res}{col 56} 0.9195{txt}{col 65}{c |}{res}{col 67}Added svi. 3{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 6{col 31} 1.63622{col 43} -46.13790{txt} {res}{col 56} 0.9372{txt}{col 65}{c |}{res}{col 67}Added age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph pgg45. {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}Removed {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 4{txt}{col 7}{c |}{res} 8{col 13} 5.00000{col 25} 7{col 31} 1.80411{col 43} -44.24654{txt} {res}{col 56} 0.9389{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 5{txt}{col 7}{c |}{res} 9{col 13} 3.00000{col 25} 8{col 31} 1.95588{col 43} -41.05748{txt} {res}{col 56} 0.9398{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.13 22:18:13 {com}. mat A = e(betas) {txt}r; t=0.00 22:18:13 {com}. local j=1 {txt}r; t=0.00 22:18:13 {com}. foreach i of numlist $lambdalist {c -(} {txt} 2{com}. mat a = A[`j',1..8] {txt} 3{com}. lasso2 $model, l(`i') nocons {txt} 4{com}. mat b = e(betaAll) {txt} 5{com}. comparemat a b {txt} 6{com}. local j=`j'+1 {txt} 7{com}. {c )-} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.0320208 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.3557261 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.1617255 -0.0175614 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp r1 {res} .03202083 .35572606 0 0 0 0 {txt} gleason pgg45 r1 {res} .16172553 0 {reset}{res} {txt}__000001[1,8] o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .03202083 .35572606 0 0 0 0 {txt} o. gleason pgg45 lpsa {res} .16172553 0 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1166819 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.3709689 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.1378206 -0.0175614 {txt}{hline 18}{c BT}{hline 32} mreldif=8.56385667391e-09. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp r2 {res} .11668194 .37096892 0 0 0 0 {txt} gleason pgg45 r2 {res} .13782061 0 {reset}{res} {txt}__000001[1,8] o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .11668194 .37096893 0 0 0 0 {txt} o. gleason pgg45 lpsa {res} .1378206 0 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2436736 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.3938332 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.1019632 -0.0175614 {txt}{hline 18}{c BT}{hline 32} mreldif=8.49779103003e-09. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp r3 {res} .24367361 .39383323 0 0 0 0 {txt} gleason pgg45 r3 {res} .10196322 0 {reset}{res} {txt}__000001[1,8] o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .24367361 .39383324 0 0 0 0 {txt} o. gleason pgg45 lpsa {res} .10196321 0 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3283347 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.4090761 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.0780583 -0.0175614 {txt}{hline 18}{c BT}{hline 32} mreldif=8.37616947262e-09. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp r4 {res} .32833473 .4090761 0 0 0 0 {txt} gleason pgg45 r4 {res} .07805829 0 {reset}{res} {txt}__000001[1,8] o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .32833473 .40907611 0 0 0 0 {txt} o. gleason pgg45 lpsa {res} .07805828 0 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3826450 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.4319349 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.1630653 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.0508383 -0.0313003 {txt}{hline 18}{c BT}{hline 32} mreldif=6.64287248562e-09. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp r5 {res} .38264498 .43193492 0 0 .16306531 0 {txt} gleason pgg45 r5 {res} .05083831 0 {reset}{res} {txt}__000001[1,8] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .38264498 .43193492 0 0 .16306532 0 {txt} o. gleason pgg45 lpsa {res} .0508383 0 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4619189 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.4667731 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.4194373 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.0097690 -0.0313003 {txt}{hline 18}{c BT}{hline 32} mreldif=6.48907669880e-09. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp r6 {res} .46191891 .46677304 0 0 .41943725 0 {txt} gleason pgg45 r6 {res} .00976898 0 {reset}{res} {txt}__000001[1,8] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .46191891 .46677305 0 0 .41943725 0 {txt} o. gleason pgg45 lpsa {res} .00976898 0 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5001030 0.5160584 {txt}{space 10}lweight {c |}{col 21}{res} 0.5142093 0.6923228 {txt}{space 14}age {c |}{col 21}{res} -0.0036739 -0.0150717 {txt}{space 13}lbph {c |}{col 21}{res} 0.0468951 0.0784921 {txt}{space 14}svi {c |}{col 21}{res} 0.5695416 0.6272147 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017982 0.0034776 {txt}{hline 18}{c BT}{hline 32} mreldif=7.94107869177e-09. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp r7 {res} .50010299 .5142093 -.00367387 .04689508 .56954158 0 {txt} gleason pgg45 r7 {res} 0 .00179822 {reset}{res} {txt}__000001[1,8] o. lcavol lweight age lbph svi lcp lpsa {res} .50010299 .51420931 -.00367387 .04689508 .56954158 0 {txt} o. gleason pgg45 lpsa {res} 0 .00179822 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5073707 0.5144497 {txt}{space 10}lweight {c |}{col 21}{res} 0.5809729 0.6418074 {txt}{space 14}age {c |}{col 21}{res} -0.0109271 -0.0185937 {txt}{space 13}lbph {c |}{col 21}{res} 0.0681982 0.0909654 {txt}{space 14}svi {c |}{col 21}{res} 0.6060353 0.6445656 {txt}{space 10}gleason {c |}{col 21}{res} 0.0284609 0.0644912 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0021422 0.0023544 {txt}{hline 18}{c BT}{hline 32} mreldif=5.36457535923e-09. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp r8 {res} .50737074 .58097291 -.01092708 .06819822 .60603534 0 {txt} gleason pgg45 r8 {res} .0284609 .00214222 {reset}{res} {txt}__000001[1,8] o. lcavol lweight age lbph svi lcp lpsa {res} .50737074 .5809729 -.01092708 .06819822 .60603534 0 {txt} gleason pgg45 lpsa {res} .0284609 .00214222 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5243579 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6036647 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0146413 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0781844 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.6571770 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0320064 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0430800 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0027730 0.0041730 {txt}{hline 18}{c BT}{hline 32} mreldif=4.69190061139e-09. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp r9 {res} .52435789 .60366472 -.01464133 .07818436 .65717697 -.03200641 {txt} gleason pgg45 r9 {res} .04308004 .00277302 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp lpsa {res} .52435789 .60366471 -.01464133 .07818436 .65717697 -.0320064 {txt} gleason pgg45 lpsa {res} .04308003 .00277302 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5491901 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6254465 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0187145 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0886578 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7281201 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0817509 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0578139 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0037064 0.0041730 {txt}{hline 18}{c BT}{hline 32} mreldif=5.28913088447e-09. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp r10 {res} .54919011 .62544652 -.0187145 .08865781 .72812008 -.08175091 {txt} gleason pgg45 r10 {res} .0578139 .00370637 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp lpsa {res} .54919011 .62544652 -.0187145 .08865781 .72812008 -.08175091 {txt} gleason pgg45 lpsa {res} .05781389 .00370637 {reset}r; t=0.30 22:18:13 {com}. * . . * post-lasso . lasso2 $model, l($lambdalist) ols {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 1{col 31} 0.71932{col 43} -39.21661{txt} {res}{col 56} 0.5394{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 4{col 13} 80.00000{col 25} 2{col 31} 1.26230{col 43} -43.67279{txt} {res}{col 56} 0.5804{txt}{col 65}{c |}{res}{col 67}Added svi. 3{txt}{col 7}{c |}{res} 5{col 13} 60.00000{col 25} 3{col 31} 1.85329{col 43} -52.87859{txt} {res}{col 56} 0.6359{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 4{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 6{col 31} 1.89265{col 43} -45.15273{txt} {res}{col 56} 0.6578{txt}{col 65}{c |}{res}{col 67}Added age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph pgg45. 5{txt}{col 7}{c |}{res} 8{col 13} 5.00000{col 25} 7{col 31} 1.94236{col 43} -40.65819{txt} {res}{col 56} 0.6581{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 6{txt}{col 7}{c |}{res} 9{col 13} 3.00000{col 25} 8{col 31} 2.22573{col 43} -37.60646{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.02 22:18:13 {com}. mat A = e(betas) {txt}r; t=0.00 22:18:13 {com}. local j=1 {txt}r; t=0.00 22:18:13 {com}. foreach i of numlist $lambdalist {c -(} {txt} 2{com}. mat a = A[`j',1..9] {txt} 3{com}. lasso2 $model, l(`i') {txt} 4{com}. mat b = e(betaAllOLS) {txt} 5{com}. comparemat a b {txt} 6{com}. local j=`j'+1 {txt} 7{com}. {c )-} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.0598973 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.3975250 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .71932039 0 0 0 0 0 {txt} gleason pgg45 _cons r1 {res} 0 0 1.5072975 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .71932039 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5072975 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1478203 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.2788280 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .71932039 0 0 0 0 0 {txt} gleason pgg45 _cons r2 {res} 0 0 1.5072975 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .71932039 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5072975 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2797050 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.1007825 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .71932039 0 0 0 0 0 {txt} gleason pgg45 _cons r3 {res} 0 0 1.5072975 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .71932039 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5072975 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3640141 0.5925572 {txt}{space 14}svi {c |}{col 21}{res} 0.0190941 0.6697460 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.9828306 1.5334325 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .59255716 0 0 0 .66974596 0 {txt} gleason pgg45 _cons r4 {res} 0 0 1.5334325 {reset}{res} {txt}__000001[1,9] o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .59255716 0 0 0 .66974596 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5334325 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4113503 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.0972197 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.1811578 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.5310355 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .5258519 .66176995 0 0 .6656665 0 {txt} gleason pgg45 _cons r5 {res} 0 0 -.77715676 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .5258519 .66176995 0 0 .6656665 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 -.77715676 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4686011 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.3794948 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.4234121 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.3769394 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .5258519 .66176995 0 0 .6656665 0 {txt} gleason pgg45 _cons r6 {res} 0 0 -.77715676 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .5258519 .66176995 0 0 .6656665 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 -.77715676 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5000819 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5144276 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0036627 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0468469 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5695171 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017981 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0014767 0.5214696 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .5234981 .61523487 -.01903435 .09549075 .63586426 0 {txt} gleason pgg45 _cons r7 {res} 0 .00352484 .52146955 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .5234981 .61523487 -.01903435 .09549075 .63586426 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00352484 .52146955 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5103239 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5667938 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0114298 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0709988 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6047708 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0126983 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0024330 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1794362 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons r8 {res} .04220206 .00276558 .25373297 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons lpsa {res} .04220206 .00276558 .25373297 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5271866 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5888570 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0151554 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0810988 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6551930 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0314146 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0265810 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0030672 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1877759 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r9 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5519564 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6109655 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0192173 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0915080 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7261799 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0811722 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0416790 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0039941 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1836326 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r10 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset}r; t=0.15 22:18:13 {com}. * . . // replaced lambda=40 with lambda=60 . // lambda=40 in path used beta=zeros from lambda=100 . // as initial beta; would end up at poor solution . global sqrtlambdalist 100 60 20 10 5 1 {txt}r; t=0.00 22:18:13 {com}. * sqrt-lasso . lasso2 $model, l($sqrtlambdalist) sqrt {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 100.00000{col 25} 0{col 31} 0.00000{col 43} 31.41226{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 60.00000{col 25} 1{col 31} 0.19608{col 43} 7.56244{txt} {res}{col 56} 0.2540{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 3{col 13} 20.00000{col 25} 3{col 31} 1.29325{col 43} -44.90045{txt} {res}{col 56} 0.6047{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight svi. 4{txt}{col 7}{c |}{res} 4{col 13} 10.00000{col 25} 5{col 31} 1.55017{col 43} -43.72266{txt} {res}{col 56} 0.6359{txt}{col 65}{c |}{res}{col 67}Added lbph {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45. 5{txt}{col 7}{c |}{res} 5{col 13} 5.00000{col 25} 7{col 31} 1.72160{col 43} -38.92074{txt} {res}{col 56} 0.6519{txt}{col 65}{c |}{res}{col 67}Added age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 6{txt}{col 7}{c |}{res} 6{col 13} 1.00000{col 25} 8{col 31} 2.09358{col 43} -37.38734{txt} {res}{col 56} 0.6626{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.04 22:18:13 {com}. mat A = e(betas) {txt}r; t=0.00 22:18:13 {com}. local j=1 {txt}r; t=0.00 22:18:13 {com}. foreach i of numlist $sqrtlambdalist {c -(} {txt} 2{com}. mat a = A[`j',1..8] {txt} 3{com}. di `i' {txt} 4{com}. lasso2 $model, l(`i') sqrt {txt} 5{com}. mat b = e(betaAll) {txt} 6{com}. mat b = b[1,1..8] {txt} 7{com}. comparemat a b {txt} 8{com}. local j=`j'+1 {txt} 9{com}. {c )-} 100 {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.4783869 2.4783869 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp gleason pgg45 r1 {res} 0 0 0 0 0 0 0 0 {reset}{res} {txt}__000001[1,8] o. o. o. o. o. o. o. o. lcavol lweight age lbph svi lcp gleason pgg45 lpsa {res} 0 0 0 0 0 0 0 0 {reset}60 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1960797 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.2136774 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp r2 {res} .19607973 0 0 0 0 0 {txt} gleason pgg45 r2 {res} 0 0 {reset}{res} {txt}__000001[1,8] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .19607973 0 0 0 0 0 {txt} o. o. gleason pgg45 lpsa {res} 0 0 {reset}20 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4707406 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.3900438 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.4324655 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.3338093 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=1.08674657745e-11. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp r3 {res} .47074063 .39004382 0 0 .43246549 0 {txt} gleason pgg45 r3 {res} 0 0 {reset}{res} {txt}__000001[1,8] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .47074063 .39004382 0 0 .43246549 0 {txt} o. o. gleason pgg45 lpsa {res} 0 0 {reset}10 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4923489 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4834171 0.5490809 {txt}{space 13}lbph {c |}{col 21}{res} 0.0308604 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.5422799 0.6496250 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0012605 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0918135 -0.4136749 {txt}{hline 18}{c BT}{hline 32} mreldif=2.64067099047e-11. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp r4 {res} .49234893 .48341712 0 .03086044 .54227991 0 {txt} gleason pgg45 r4 {res} 0 .00126054 {reset}{res} {txt}__000001[1,8] o. o. lcavol lweight age lbph svi lcp lpsa {res} .49234893 .48341712 0 .03086044 .54227991 0 {txt} o. gleason pgg45 lpsa {res} 0 .00126054 {reset}5 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5073760 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5472761 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0086335 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0625023 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5912746 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0022215 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0023149 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1530532 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=9.10298295760e-12. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp r5 {res} .50737596 .54727613 -.00863346 .06250233 .59127457 0 {txt} gleason pgg45 r5 {res} .0022215 .00231491 {reset}{res} {txt}__000001[1,8] o. lcavol lweight age lbph svi lcp lpsa {res} .50737596 .54727613 -.00863346 .06250233 .59127457 0 {txt} gleason pgg45 lpsa {res} .0022215 .00231491 {reset}1 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5478195 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6072731 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0185389 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0897695 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7143242 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0728620 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0391574 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0038393 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1843246 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=3.86617595994e-11. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp r6 {res} .54781953 .60727314 -.0185389 .0897695 .71432424 -.07286204 {txt} gleason pgg45 r6 {res} .03915742 .00383928 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp lpsa {res} .54781953 .60727314 -.0185389 .0897695 .71432424 -.07286204 {txt} gleason pgg45 lpsa {res} .03915742 .00383928 {reset}r; t=0.10 22:18:14 {com}. * . . * post-sqrt-lasso ols . lasso2 $model, l($sqrtlambdalist) sqrt ols {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 100.00000{col 25} 0{col 31} 0.00000{col 43} 31.41226{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 60.00000{col 25} 1{col 31} 0.71932{col 43} -39.21661{txt} {res}{col 56} 0.5394{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 3{col 13} 20.00000{col 25} 3{col 31} 1.85329{col 43} -52.87859{txt} {res}{col 56} 0.6359{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight svi. 4{txt}{col 7}{c |}{res} 4{col 13} 10.00000{col 25} 5{col 31} 1.78588{col 43} -46.48560{txt} {res}{col 56} 0.6461{txt}{col 65}{c |}{res}{col 67}Added lbph {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45. 5{txt}{col 7}{c |}{res} 5{col 13} 5.00000{col 25} 7{col 31} 1.94236{col 43} -40.65819{txt} {res}{col 56} 0.6581{txt}{col 65}{c |}{res}{col 67}Added age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 6{txt}{col 7}{c |}{res} 6{col 13} 1.00000{col 25} 8{col 31} 2.22573{col 43} -37.60646{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.04 22:18:14 {com}. mat A = e(betas) {txt}r; t=0.00 22:18:14 {com}. local j=1 {txt}r; t=0.00 22:18:14 {com}. foreach i of numlist $sqrtlambdalist {c -(} {txt} 2{com}. di "this lambda: `i'" {txt} 3{com}. mat a = A[`j',1..9] {txt} 4{com}. lasso2 $model, l(`i') sqrt ols {txt} 5{com}. mat b = e(betaAllOLS) {txt} 6{com}. comparemat a b {txt} 7{com}. local j=`j'+1 {txt} 8{com}. {c )-} this lambda: 100 {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.4783869 2.4783869 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} 0 0 0 0 0 0 {txt} gleason pgg45 _cons r1 {res} 0 0 2.4783869 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} 0 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 2.4783869 {reset}this lambda: 60 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1960797 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.2136774 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .71932039 0 0 0 0 0 {txt} gleason pgg45 _cons r2 {res} 0 0 1.5072975 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .71932039 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5072975 {reset}this lambda: 20 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4707406 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.3900438 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.4324655 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.3338093 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .5258519 .66176995 0 0 .6656665 0 {txt} gleason pgg45 _cons r3 {res} 0 0 -.77715676 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .5258519 .66176995 0 0 .6656665 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 -.77715676 {reset}this lambda: 10 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4923489 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4834171 0.5490809 {txt}{space 13}lbph {c |}{col 21}{res} 0.0308604 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.5422799 0.6496250 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0012605 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0918135 -0.4136749 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .51257686 .54908093 0 .07215128 .64962503 0 {txt} gleason pgg45 _cons r4 {res} 0 .00244504 -.41367494 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .51257686 .54908093 0 .07215128 .64962503 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00244504 -.41367494 {reset}this lambda: 5 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5073760 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5472761 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0086335 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0625023 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5912746 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0022215 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0023149 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1530532 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons r5 {res} .04220206 .00276558 .25373297 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons lpsa {res} .04220206 .00276558 .25373297 {reset}this lambda: 1 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5478195 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6072731 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0185389 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0897695 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7143242 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0728620 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0391574 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0038393 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1843246 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r6 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset}r; t=0.11 22:18:14 {com}. * . . * ridge . lasso2 $model, l($lambdalist) alpha(0) {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 8{col 31} 1.37766{col 43} -37.17937{txt} {res}{col 56} 0.5860{txt}{col 65}{c |}{res}{col 67}All {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}selected. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.02 22:18:14 {com}. mat A = e(betas) {txt}r; t=0.00 22:18:14 {com}. local j=1 {txt}r; t=0.00 22:18:14 {com}. foreach i of numlist $lambdalist {c -(} {txt} 2{com}. mat a = A[`j',1..9] {txt} 3{com}. lasso2 $model, l(`i') alpha(0) {txt} 4{com}. mat b = e(betaAll) {txt} 5{com}. comparemat a b {txt} 6{com}. local j=`j'+1 {txt} 7{com}. {c )-} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2717595 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.4305476 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0029348 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0511156 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.4608634 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0742555 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0835739 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0026142 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0168513 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .27175946 .43054764 -.00293485 .05111558 .4608634 .07425546 {txt} gleason pgg45 _cons r1 {res} .08357386 .00261419 .01685126 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .27175946 .43054764 -.00293485 .05111558 .4608634 .07425546 {txt} gleason pgg45 _cons lpsa {res} .08357386 .00261419 .01685126 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2875968 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.4500114 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0038066 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0537524 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.4789504 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0712261 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0827387 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0026100 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0184697 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .28759676 .45001143 -.0038066 .05375238 .47895039 .07122614 {txt} gleason pgg45 _cons r2 {res} .08273866 .00261005 -.01846974 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .28759676 .45001143 -.0038066 .05375238 .47895039 .07122614 {txt} gleason pgg45 _cons lpsa {res} .08273866 .00261005 -.01846974 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3167364 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.4829282 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0055079 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0585200 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.5106115 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0634394 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0808606 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0026060 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0645556 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .31673643 .48292819 -.00550791 .05852003 .51061147 .06343935 {txt} gleason pgg45 _cons r3 {res} .08086058 .00260602 -.06455558 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .31673643 .48292819 -.00550791 .05852003 .51061147 .06343935 {txt} gleason pgg45 _cons lpsa {res} .08086058 .00260602 -.06455558 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3413077 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5077153 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0070156 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0624686 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.5360463 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0546821 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0790712 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0026164 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0870313 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .34130767 .50771531 -.00701561 .06246856 .53604631 .05468212 {txt} gleason pgg45 _cons r4 {res} .07907124 .00261641 -.08703126 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .34130767 .50771531 -.00701561 .06246856 .53604631 .05468212 {txt} gleason pgg45 _cons lpsa {res} .07907124 .00261641 -.08703126 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3721392 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5349928 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0089686 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0673490 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.5668933 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0409301 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0766599 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0026614 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0973653 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .37213924 .53499284 -.00896856 .06734896 .56689332 .04093011 {txt} gleason pgg45 _cons r5 {res} .07665993 .00266143 -.0973653 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .37213924 .53499284 -.00896856 .06734896 .56689332 .04093011 {txt} gleason pgg45 _cons lpsa {res} .07665993 .00266143 -.0973653 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4386916 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5800748 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0132790 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0776826 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6321418 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0012687 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0705856 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0029428 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0636367 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .43869162 .58007476 -.01327905 .0776826 .63214176 .00126873 {txt} gleason pgg45 _cons r6 {res} .07058562 .00294275 -.0636367 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .43869162 .58007476 -.01327905 .0776826 .63214176 .00126873 {txt} gleason pgg45 _cons lpsa {res} .07058562 .00294275 -.0636367 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5105488 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6100509 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0178941 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0886328 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7046133 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0554655 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0607886 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0036299 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0477573 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .51054881 .61005089 -.01789412 .0886328 .70461331 -.05546555 {txt} gleason pgg45 _cons r7 {res} .0607886 .00362987 .04775726 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .51054881 .61005089 -.01789412 .0886328 .70461331 -.05546555 {txt} gleason pgg45 _cons lpsa {res} .0607886 .00362987 .04775726 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5352552 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6165406 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0194474 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0923567 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7305082 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0779163 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0560405 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0039748 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1037009 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .53525516 .61654063 -.01944741 .09235674 .73050821 -.07791626 {txt} gleason pgg45 _cons r8 {res} .05604049 .00397477 .10370087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .53525516 .61654063 -.01944741 .09235674 .73050821 -.07791626 {txt} gleason pgg45 _cons lpsa {res} .05604049 .00397477 .10370087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5462894 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6188823 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0201342 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0940129 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7422468 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0883812 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0536226 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0041480 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1316898 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .54628942 .61888235 -.02013423 .09401291 .74224679 -.08838123 {txt} gleason pgg45 _cons r9 {res} .05362263 .004148 .13168984 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .54628942 .61888235 -.02013423 .09401291 .74224679 -.08838123 {txt} gleason pgg45 _cons lpsa {res} .05362263 .004148 .13168984 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5581068 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6210308 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0208648 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0957816 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7549337 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0998734 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0508098 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0043469 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1637593 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .55810677 .62103077 -.02086484 .09578159 .75493366 -.0998734 {txt} gleason pgg45 _cons r10 {res} .0508098 .00434693 .16375927 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55810677 .62103077 -.02086484 .09578159 .75493366 -.0998734 {txt} gleason pgg45 _cons lpsa {res} .0508098 .00434693 .16375927 {reset}r; t=0.16 22:18:14 {com}. * . . * ols ridge . lasso2 $model, l($lambdalist) alpha(0) ols {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 8{col 31} 2.22573{col 43} -57.25551{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}All {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}selected. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.02 22:18:14 {com}. mat A = e(betas) {txt}r; t=0.00 22:18:14 {com}. local j=1 {txt}r; t=0.00 22:18:14 {com}. foreach i of numlist $lambdalist {c -(} {txt} 2{com}. mat a = A[`j',1..9] {txt} 3{com}. lasso2 $model, l(`i') alpha(0) ols {txt} 4{com}. mat b = e(betaAllOLS) {txt} 5{com}. comparemat a b {txt} 6{com}. local j=`j'+1 {txt} 7{com}. {c )-} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2717595 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.4305476 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0029348 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0511156 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.4608634 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0742555 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0835739 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0026142 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0168513 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r1 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2875968 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.4500114 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0038066 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0537524 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.4789504 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0712261 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0827387 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0026100 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0184697 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r2 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3167364 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.4829282 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0055079 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0585200 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.5106115 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0634394 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0808606 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0026060 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0645556 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r3 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3413077 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5077153 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0070156 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0624686 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.5360463 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0546821 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0790712 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0026164 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0870313 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r4 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3721392 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5349928 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0089686 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0673490 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.5668933 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0409301 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0766599 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0026614 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0973653 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r5 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4386916 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5800748 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0132790 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0776826 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6321418 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0012687 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0705856 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0029428 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0636367 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r6 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5105488 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6100509 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0178941 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0886328 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7046133 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0554655 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0607886 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0036299 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0477573 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r7 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5352552 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6165406 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0194474 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0923567 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7305082 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0779163 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0560405 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0039748 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1037009 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r8 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5462894 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6188823 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0201342 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0940129 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7422468 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0883812 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0536226 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0041480 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1316898 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r9 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5581068 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6210308 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0208648 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0957816 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7549337 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0998734 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0508098 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0043469 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1637593 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r10 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset}r; t=0.16 22:18:14 {com}. * . . * elastic net . foreach ai of numlist 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 {c -(} {txt} 2{com}. lasso2 $model, l($lambdalist) alpha(`ai') {txt} 3{com}. mat A = e(betas) {txt} 4{com}. local j=1 {txt} 5{com}. foreach i of numlist $lambdalist {c -(} {txt} 6{com}. mat a = A[`j',1..9] {txt} 7{com}. lasso2 $model, l(`i') alpha(`ai') {txt} 8{com}. mat b = e(betaAll) {txt} 9{com}. comparemat a b {txt} 10{com}. local j=`j'+1 {txt} 11{com}. {c )-} {txt} 12{com}. {c )-} {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 7{col 31} 1.18675{col 43} -32.67519{txt} {res}{col 56} 0.5594{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight lbph {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}svi lcp {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason pgg45 {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 4{col 13} 80.00000{col 25} 8{col 31} 1.44244{col 43} -37.06972{txt} {res}{col 56} 0.6090{txt}{col 65}{c |}{res}{col 67}Added age. 3{txt}{col 7}{c |}{res} 6{col 13} 30.00000{col 25} 7{col 31} 1.74769{col 43} -43.89086{txt} {res}{col 56} 0.6484{txt}{col 65}{c |}{res}{col 67}Removed lcp. 4{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 8{col 31} 1.98102{col 43} -39.71132{txt} {res}{col 56} 0.6599{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2672673 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.3713884 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0240021 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.4109869 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0632201 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0479261 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0019577 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.3184239 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .26726726 .37138844 0 .02400208 .41098688 .06322008 {txt} gleason pgg45 _cons r1 {res} .04792612 .00195771 .31842388 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .26726726 .37138844 0 .02400208 .41098688 .06322008 {txt} gleason pgg45 _cons lpsa {res} .04792612 .00195771 .31842388 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2844786 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.3941616 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0280286 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.4338634 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0613338 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0489631 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0020009 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1987959 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=6.56460611013e-12. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .28447858 .39416162 0 .02802863 .43386339 .06133384 {txt} gleason pgg45 _cons r2 {res} .04896315 .00200087 .19879589 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .28447858 .39416162 0 .02802863 .43386339 .06133384 {txt} gleason pgg45 _cons lpsa {res} .04896315 .00200087 .19879589 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3153566 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.4309649 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0348118 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.4732650 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0555076 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0497068 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0020597 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0068425 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=2.28298444101e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .3153566 .4309649 0 .03481182 .47326501 .05550764 {txt} gleason pgg45 _cons r3 {res} .04970679 .00205965 .00684249 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .3153566 .4309649 0 .03481182 .47326501 .05550764 {txt} gleason pgg45 _cons lpsa {res} .04970679 .00205965 .00684249 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3406997 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.4573479 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0000828 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0400380 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.5042953 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0483672 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0495093 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0021035 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.1260811 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=4.28156346537e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .34069973 .4573479 -.00008283 .04003796 .50429534 .04836717 {txt} gleason pgg45 _cons r4 {res} .04950925 .00210348 -.12608111 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .34069973 .4573479 -.00008283 .04003796 .50429534 .04836717 {txt} gleason pgg45 _cons lpsa {res} .04950925 .00210348 -.12608111 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3733778 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.4942185 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0032851 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0490776 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.5420292 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0353586 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0520705 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022691 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.1322223 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=4.90669290567e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .3733778 .49421854 -.00328513 .04907764 .54202922 .03535858 {txt} gleason pgg45 _cons r5 {res} .05207047 .00226907 -.13222231 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .3733778 .49421854 -.00328513 .04907764 .54202922 .03535858 {txt} gleason pgg45 _cons lpsa {res} .05207047 .00226907 -.13222231 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4406092 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5563393 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0099640 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0672552 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6158554 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0549412 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0027225 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0764529 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=3.85600996562e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .44060915 .55633931 -.00996403 .06725523 .61585541 0 {txt} gleason pgg45 _cons r6 {res} .05494124 .00272251 -.07645288 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .44060915 .55633931 -.00996403 .06725523 .61585541 0 {txt} gleason pgg45 _cons lpsa {res} .05494124 .00272251 -.07645288 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5050524 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6005836 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0163864 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0846536 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6795890 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0390389 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0523956 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0033160 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0663339 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=2.38859332396e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .50505243 .60058357 -.01638644 .08465363 .67958899 -.03903893 {txt} gleason pgg45 _cons r7 {res} .05239562 .00331603 .06633394 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .50505243 .60058357 -.01638644 .08465363 .67958899 -.03903893 {txt} gleason pgg45 _cons lpsa {res} .05239562 .00331603 .06633394 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5323704 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6116607 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0186613 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0902992 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7171455 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0691902 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0516644 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0038091 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1133507 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=3.58605598519e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .53237043 .61166074 -.01866125 .09029923 .71714546 -.06919023 {txt} gleason pgg45 _cons r8 {res} .05166436 .00380905 .11335067 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .53237043 .61166074 -.01866125 .09029923 .71714546 -.06919023 {txt} gleason pgg45 _cons lpsa {res} .05166436 .00380905 .11335067 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5445260 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6159159 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0196544 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0927615 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7340095 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0830163 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0509476 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0040464 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1376017 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=2.21002360906e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .54452602 .61591592 -.01965442 .09276154 .73400952 -.08301629 {txt} gleason pgg45 _cons r9 {res} .05094764 .00404645 .13760173 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .54452602 .61591592 -.01965442 .09276154 .73400952 -.08301629 {txt} gleason pgg45 _cons lpsa {res} .05094764 .00404645 .13760173 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5575084 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6200283 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0207021 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0953588 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7521117 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0980410 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0499000 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0043124 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1657807 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=4.25415020485e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .55750841 .62002831 -.02070213 .09535875 .75211166 -.09804101 {txt} gleason pgg45 _cons r10 {res} .04990004 .00431238 .1657807 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55750841 .62002831 -.02070213 .09535875 .75211166 -.09804101 {txt} gleason pgg45 _cons lpsa {res} .04990004 .00431238 .1657807 {reset}{res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 6{col 31} 1.00226{col 43} -26.75656{txt} {res}{col 56} 0.5235{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcp gleason {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45 _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 130.00000{col 25} 7{col 31} 1.08806{col 43} -27.93163{txt} {res}{col 56} 0.5456{txt}{col 65}{c |}{res}{col 67}Added lbph. 3{txt}{col 7}{c |}{res} 6{col 13} 30.00000{col 25} 7{col 31} 1.67519{col 43} -42.25314{txt} {res}{col 56} 0.6443{txt}{col 65}{c |}{res}{col 67}Added age. {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}Removed lcp. 4{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 8{col 31} 1.90827{col 43} -38.91745{txt} {res}{col 56} 0.6582{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2650913 0.5378499 {txt}{space 10}lweight {c |}{col 21}{res} 0.3138154 0.6620155 {txt}{space 14}svi {c |}{col 21}{res} 0.3583752 0.6991923 {txt}{space 14}lcp {c |}{col 21}{res} 0.0513694 -0.0813594 {txt}{space 10}gleason {c |}{col 21}{res} 0.0122505 0.0322875 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0013628 0.0036868 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.7973703 -1.1240093 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .26509133 .31381541 0 0 .35837521 .05136945 {txt} gleason pgg45 _cons r1 {res} .01225051 .00136282 .79737034 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .26509133 .31381541 0 0 .35837521 .05136945 {txt} gleason pgg45 _cons lpsa {res} .01225051 .00136282 .79737034 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2840904 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.3458734 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0036427 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.3859556 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0502754 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0167260 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0014922 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.6154760 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=5.95109086857e-12. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .28409037 .34587336 0 .00364273 .38595556 .05027541 {txt} gleason pgg45 _cons r2 {res} .01672599 .00149223 .61547599 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .28409037 .34587336 0 .00364273 .38595556 .05027541 {txt} gleason pgg45 _cons lpsa {res} .01672599 .00149223 .61547599 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3176495 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.3927202 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0147312 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.4345309 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0456348 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0226487 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0016781 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.3431790 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=8.77480024471e-12. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .3176495 .39272019 0 .01473119 .43453087 .04563481 {txt} gleason pgg45 _cons r3 {res} .02264874 .00167811 .34317902 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .3176495 .39272019 0 .01473119 .43453087 .04563481 {txt} gleason pgg45 _cons lpsa {res} .02264874 .00167811 .34317902 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3445597 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.4257647 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0231009 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.4723049 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0392508 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0261731 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0018106 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1497416 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=8.72000126926e-12. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .34455972 .42576467 0 .02310085 .47230493 .03925079 {txt} gleason pgg45 _cons r4 {res} .02617314 .0018106 .14974163 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .34455972 .42576467 0 .02310085 .47230493 .03925079 {txt} gleason pgg45 _cons lpsa {res} .02617314 .0018106 .14974163 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3767183 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.4597658 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0324772 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.5164556 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0284822 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0290940 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0019649 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0529769 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=6.75393102422e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .37671834 .45976584 0 .03247721 .51645565 .02848217 {txt} gleason pgg45 _cons r5 {res} .02909403 .00196487 -.05297691 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .37671834 .45976584 0 .03247721 .51645565 .02848217 {txt} gleason pgg45 _cons lpsa {res} .02909403 .00196487 -.05297691 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4422907 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5316341 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0064854 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0564157 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5975384 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0383450 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0024854 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0883313 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=4.54254755524e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .44229072 .53163408 -.00648543 .05641572 .59753838 0 {txt} gleason pgg45 _cons r6 {res} .03834503 .00248538 -.08833125 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .44229072 .53163408 -.00648543 .05641572 .59753838 0 {txt} gleason pgg45 _cons lpsa {res} .03834503 .00248538 -.08833126 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4992808 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5910221 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0148419 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0805928 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6536565 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0219747 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0439151 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0029901 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0844730 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=3.21033505156e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .49928078 .59102213 -.01484186 .08059285 .6536565 -.0219747 {txt} gleason pgg45 _cons r7 {res} .04391507 .00299006 .08447302 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .49928078 .59102213 -.01484186 .08059285 .6536565 -.0219747 {txt} gleason pgg45 _cons lpsa {res} .04391507 .00299006 .08447302 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5294057 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6067575 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0178648 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0882190 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7035225 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0602810 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0472676 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0036398 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1228553 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=3.42578293869e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .52940572 .60675754 -.01786484 .08821904 .70352253 -.06028098 {txt} gleason pgg45 _cons r8 {res} .04726759 .0036398 .12285529 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .52940572 .60675754 -.01786484 .08821904 .70352253 -.06028098 {txt} gleason pgg45 _cons lpsa {res} .04726759 .0036398 .12285529 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5427320 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6129412 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0191707 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0915016 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7256731 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0775815 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0482654 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0039435 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1434553 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=2.83853427005e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .54273198 .61294117 -.01917074 .09150163 .72567312 -.07758147 {txt} gleason pgg45 _cons r9 {res} .04826545 .00394354 .14345528 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .54273198 .61294117 -.01917074 .09150163 .72567312 -.07758147 {txt} gleason pgg45 _cons lpsa {res} .04826545 .00394354 .14345528 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5569064 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6190249 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0205390 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0949349 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7492780 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0962004 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0489895 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0042777 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1677949 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=2.91199893514e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .55690642 .61902493 -.02053897 .09493493 .74927799 -.09620039 {txt} gleason pgg45 _cons r10 {res} .04898951 .00427768 .16779492 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55690642 .61902493 -.02053897 .09493493 .74927799 -.09620039 {txt} gleason pgg45 _cons lpsa {res} .04898951 .00427768 .16779492 {reset}{res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 5{col 31} 0.83829{col 43} -19.76303{txt} {res}{col 56} 0.4816{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcp pgg45 {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 4{col 13} 80.00000{col 25} 7{col 31} 1.21860{col 43} -32.01124{txt} {res}{col 56} 0.5821{txt}{col 65}{c |}{res}{col 67}Added lbph {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 3{txt}{col 7}{c |}{res} 6{col 13} 30.00000{col 25} 7{col 31} 1.59982{col 43} -40.17811{txt} {res}{col 56} 0.6387{txt}{col 65}{c |}{res}{col 67}Added age. {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}Removed lcp. 4{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 8{col 31} 1.83329{col 43} -37.96888{txt} {res}{col 56} 0.6559{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2629010 0.5414486 {txt}{space 10}lweight {c |}{col 21}{res} 0.2275776 0.6588810 {txt}{space 14}svi {c |}{col 21}{res} 0.3095110 0.6927932 {txt}{space 14}lcp {c |}{col 21}{res} 0.0379029 -0.0809111 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0003998 0.0042772 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.2276458 -0.9123991 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .26290098 .22757755 0 0 .30951102 .0379029 {txt} gleason pgg45 _cons r1 {res} 0 .00039978 1.2276458 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .26290098 .22757755 0 0 .30951102 .0379029 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00039978 1.2276458 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2842664 0.5414486 {txt}{space 10}lweight {c |}{col 21}{res} 0.2720924 0.6588810 {txt}{space 14}svi {c |}{col 21}{res} 0.3419449 0.6927932 {txt}{space 14}lcp {c |}{col 21}{res} 0.0380423 -0.0809111 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0007055 0.0042772 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.0228101 -0.9123991 {txt}{hline 18}{c BT}{hline 32} mreldif=2.05953360985e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .28426642 .27209242 0 0 .34194488 .03804232 {txt} gleason pgg45 _cons r2 {res} 0 .00070549 1.0228101 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .28426642 .27209242 0 0 .34194488 .03804232 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00070549 1.0228101 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3209926 0.5414486 {txt}{space 10}lweight {c |}{col 21}{res} 0.3456026 0.6588810 {txt}{space 14}svi {c |}{col 21}{res} 0.3955148 0.6927932 {txt}{space 14}lcp {c |}{col 21}{res} 0.0349605 -0.0809111 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0012059 0.0042772 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.6821139 -0.9123991 {txt}{hline 18}{c BT}{hline 32} mreldif=2.10120234884e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .32099263 .34560259 0 0 .39551476 .03496049 {txt} gleason pgg45 _cons r3 {res} 0 .0012059 .68211387 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .32099263 .34560259 0 0 .39551476 .03496049 {txt} o. gleason pgg45 _cons lpsa {res} 0 .0012059 .68211387 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3497214 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.3933840 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0052270 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.4379744 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0295121 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0012396 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0015405 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.4427116 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=2.39052712165e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .34972141 .39338401 0 .00522699 .43797439 .02951208 {txt} gleason pgg45 _cons r4 {res} .00123961 .00154048 .4427116 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .34972141 .39338401 0 .00522699 .43797439 .02951208 {txt} gleason pgg45 _cons lpsa {res} .00123961 .00154048 .4427116 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3829777 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.4347820 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0185446 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.4904274 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0194609 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0087776 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017926 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1760407 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=4.53397129862e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .38297774 .434782 0 .01854457 .49042743 .01946089 {txt} gleason pgg45 _cons r5 {res} .00877762 .00179262 .17604069 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .38297774 .434782 0 .01854457 .49042743 .01946089 {txt} gleason pgg45 _cons lpsa {res} .00877762 .00179262 .17604069 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4442433 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5059586 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0028508 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0451406 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5784570 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0209219 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022489 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.1012433 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=4.13837219843e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .44424326 .50595858 -.00285081 .04514064 .57845702 0 {txt} gleason pgg45 _cons r6 {res} .02092189 .00224895 -.10124326 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .44424326 .50595858 -.00285081 .04514064 .57845702 0 {txt} gleason pgg45 _cons lpsa {res} .02092189 .00224895 -.10124326 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4932148 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5813684 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0132588 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0764468 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6267666 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0042353 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0353515 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0026511 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1020996 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=1.21064622713e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .49321477 .58136836 -.01325877 .0764468 .62676656 -.00423527 {txt} gleason pgg45 _cons r7 {res} .03535148 .00265111 .10209959 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .49321477 .58136836 -.01325877 .0764468 .62676656 -.00423527 {txt} gleason pgg45 _cons lpsa {res} .03535148 .00265111 .10209959 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5263580 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6018314 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0170579 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0861156 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6896319 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0511827 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0428511 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0034669 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1322019 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=3.82532158646e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .52635803 .60183141 -.01705794 .08611562 .6896319 -.05118271 {txt} gleason pgg45 _cons r8 {res} .04285107 .00346686 .13220191 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .52635803 .60183141 -.01705794 .08611562 .6896319 -.05118271 {txt} gleason pgg45 _cons lpsa {res} .04285107 .00346686 .13220191 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5409066 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6099582 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0186832 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0902331 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7172358 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0720754 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0455763 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0038392 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1492474 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=3.20358984118e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .54090659 .6099582 -.01868315 .09023306 .71723584 -.0720754 {txt} gleason pgg45 _cons r9 {res} .04557631 .00383924 .14924736 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .54090659 .6099582 -.01868315 .09023306 .71723584 -.0720754 {txt} gleason pgg45 _cons lpsa {res} .04557631 .00383924 .14924736 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5563008 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6180206 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0203754 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0945101 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7464326 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0943515 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0480782 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0042428 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1698018 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=4.24018371255e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .55630077 .61802064 -.02037536 .0945101 .74643258 -.09435148 {txt} gleason pgg45 _cons r10 {res} .04807823 .00424281 .16980179 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55630077 .61802064 -.02037536 .0945101 .74643258 -.09435148 {txt} gleason pgg45 _cons lpsa {res} .04807823 .00424281 .16980179 {reset}{res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 4{col 31} 0.66121{col 43} -12.54268{txt} {res}{col 56} 0.4314{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcp _cons. 2{txt}{col 7}{c |}{res} 3{col 13} 100.00000{col 25} 5{col 31} 0.98715{col 43} -26.74931{txt} {res}{col 56} 0.5307{txt}{col 65}{c |}{res}{col 67}Added pgg45. 3{txt}{col 7}{c |}{res} 5{col 13} 60.00000{col 25} 6{col 31} 1.27774{col 43} -35.54290{txt} {res}{col 56} 0.5958{txt}{col 65}{c |}{res}{col 67}Added lbph. 4{txt}{col 7}{c |}{res} 6{col 13} 30.00000{col 25} 6{col 31} 1.52785{col 43} -41.97379{txt} {res}{col 56} 0.6324{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}Removed lcp. 5{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 7{col 31} 1.79412{col 43} -41.33142{txt} {res}{col 56} 0.6546{txt}{col 65}{c |}{res}{col 67}Added age. 6{txt}{col 7}{c |}{res} 8{col 13} 5.00000{col 25} 8{col 31} 1.97940{col 43} -37.91709{txt} {res}{col 56} 0.6605{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2597063 0.5418601 {txt}{space 10}lweight {c |}{col 21}{res} 0.1326293 0.6589198 {txt}{space 14}svi {c |}{col 21}{res} 0.2509815 0.7099563 {txt}{space 14}lcp {c |}{col 21}{res} 0.0178939 -0.0300823 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.5953502 -0.8034092 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .25970625 .13262929 0 0 .25098155 .01789386 {txt} gleason pgg45 _cons r1 {res} 0 0 1.5953502 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .25970625 .13262929 0 0 .25098155 .01789386 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5953502 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2841969 0.5418601 {txt}{space 10}lweight {c |}{col 21}{res} 0.1879116 0.6589198 {txt}{space 14}svi {c |}{col 21}{res} 0.2940350 0.7099563 {txt}{space 14}lcp {c |}{col 21}{res} 0.0217765 -0.0300823 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.3530468 -0.8034092 {txt}{hline 18}{c BT}{hline 32} mreldif=2.66826817224e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .28419686 .18791161 0 0 .29403502 .02177651 {txt} gleason pgg45 _cons r2 {res} 0 0 1.3530468 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .28419686 .18791161 0 0 .29403502 .02177651 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.3530468 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3245636 0.5414486 {txt}{space 10}lweight {c |}{col 21}{res} 0.2783259 0.6588810 {txt}{space 14}svi {c |}{col 21}{res} 0.3613748 0.6927932 {txt}{space 14}lcp {c |}{col 21}{res} 0.0225271 -0.0809111 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0003571 0.0042772 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.9472930 -0.9123991 {txt}{hline 18}{c BT}{hline 32} mreldif=2.49348519889e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .32456361 .27832589 0 0 .36137482 .02252713 {txt} gleason pgg45 _cons r3 {res} 0 .00035708 .94729298 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .32456361 .27832589 0 0 .36137482 .02252713 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00035708 .94729298 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3547745 0.5414486 {txt}{space 10}lweight {c |}{col 21}{res} 0.3442395 0.6588810 {txt}{space 14}svi {c |}{col 21}{res} 0.4090443 0.6927932 {txt}{space 14}lcp {c |}{col 21}{res} 0.0179382 -0.0809111 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0008864 0.0042772 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.6432628 -0.9123991 {txt}{hline 18}{c BT}{hline 32} mreldif=4.38146481906e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .35477454 .34423947 0 0 .40904435 .01793815 {txt} gleason pgg45 _cons r4 {res} 0 .00088638 .64326283 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .35477454 .34423947 0 0 .40904435 .01793815 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00088638 .64326283 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3893435 0.5469201 {txt}{space 10}lweight {c |}{col 21}{res} 0.4103556 0.5434709 {txt}{space 13}lbph {c |}{col 21}{res} 0.0036270 0.0718135 {txt}{space 14}svi {c |}{col 21}{res} 0.4638803 0.7396583 {txt}{space 14}lcp {c |}{col 21}{res} 0.0090656 -0.0801571 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0014642 0.0037380 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.3287477 -0.5050395 {txt}{hline 18}{c BT}{hline 32} mreldif=5.07301544521e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .38934346 .41035562 0 .003627 .4638803 .0090656 {txt} gleason pgg45 _cons r5 {res} 0 .00146419 .32874773 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .38934346 .41035562 0 .003627 .4638803 .0090656 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00146419 .32874773 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4468911 0.5105023 {txt}{space 10}lweight {c |}{col 21}{res} 0.4825017 0.5513850 {txt}{space 13}lbph {c |}{col 21}{res} 0.0344772 0.0717813 {txt}{space 14}svi {c |}{col 21}{res} 0.5581976 0.6525584 {txt}{space 10}gleason {c |}{col 21}{res} 0.0037420 0.0174147 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0020440 0.0021254 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0753013 -0.5296341 {txt}{hline 18}{c BT}{hline 32} mreldif=2.82422721631e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .44689112 .48250165 0 .03447724 .55819762 0 {txt} gleason pgg45 _cons r6 {res} .00374203 .00204396 -.07530129 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .44689112 .48250165 0 .03447724 .55819762 0 {txt} gleason pgg45 _cons lpsa {res} .00374203 .00204396 -.07530129 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4927792 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5718474 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0118795 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0723928 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6146470 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0280621 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0025137 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1055094 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=4.82991422924e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .49277921 .57184739 -.01187945 .07239283 .61464704 0 {txt} gleason pgg45 _cons r7 {res} .02806215 .0025137 .10550938 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .49277921 .57184739 -.01187945 .07239283 .61464704 0 {txt} gleason pgg45 _cons lpsa {res} .02806215 .0025137 .10550938 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5232242 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5968828 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0162403 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0839884 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6754658 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0418893 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0384158 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0032901 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1413769 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=1.85946966085e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .52322423 .59688278 -.01624028 .08398838 .67546576 -.04188934 {txt} gleason pgg45 _cons r8 {res} .03841584 .00329011 .14137685 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .52322423 .59688278 -.01624028 .08398838 .67546576 -.04188934 {txt} gleason pgg45 _cons lpsa {res} .03841584 .00329011 .14137685 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5390491 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6069671 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0181916 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0889557 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7086959 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0664967 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0428805 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0037335 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1549747 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=2.89556745585e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .53904911 .60696711 -.01819159 .08895568 .70869588 -.06649667 {txt} gleason pgg45 _cons r9 {res} .04288047 .00373351 .15497467 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .53904911 .60696711 -.01819159 .08895568 .70869588 -.06649667 {txt} gleason pgg45 _cons lpsa {res} .04288047 .00373351 .15497467 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5556914 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6170154 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0202113 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0940843 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7435754 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0924942 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0471662 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0042078 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1718012 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=4.09276040850e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .55569144 .61701545 -.0202113 .09408428 .74357536 -.09249422 {txt} gleason pgg45 _cons r10 {res} .0471662 .00420778 .17180117 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55569144 .61701545 -.0202113 .09408428 .74357536 -.09249422 {txt} gleason pgg45 _cons lpsa {res} .0471662 .00420778 .17180117 {reset}{res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 3{col 31} 0.45826{col 43} -4.28052{txt} {res}{col 56} 0.3714{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 3{col 13} 100.00000{col 25} 4{col 31} 0.86041{col 43} -23.24177{txt} {res}{col 56} 0.5020{txt}{col 65}{c |}{res}{col 67}Added lcp. 3{txt}{col 7}{c |}{res} 4{col 13} 80.00000{col 25} 5{col 31} 1.03361{col 43} -28.17269{txt} {res}{col 56} 0.5457{txt}{col 65}{c |}{res}{col 67}Added pgg45. 4{txt}{col 7}{c |}{res} 5{col 13} 60.00000{col 25} 4{col 31} 1.20680{col 43} -38.55093{txt} {res}{col 56} 0.5842{txt}{col 65}{c |}{res}{col 67}Removed lcp. 5{txt}{col 7}{c |}{res} 6{col 13} 30.00000{col 25} 5{col 31} 1.48491{col 43} -44.05987{txt} {res}{col 56} 0.6287{txt}{col 65}{c |}{res}{col 67}Added lbph. 6{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 7{col 31} 1.76584{col 43} -40.76492{txt} {res}{col 56} 0.6535{txt}{col 65}{c |}{res}{col 67}Added age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 7{txt}{col 7}{c |}{res} 8{col 13} 5.00000{col 25} 8{col 31} 1.93964{col 43} -37.48054{txt} {res}{col 56} 0.6596{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2549167 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.0268516 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.1764878 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.9985955 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .25491669 .02685155 0 0 .17648776 0 {txt} gleason pgg45 _cons r1 {res} 0 0 1.9985955 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .25491669 .02685155 0 0 .17648776 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.9985955 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2841548 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.0949696 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.2352477 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.6992059 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=2.01950421587e-12. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .28415481 .09496964 0 0 .23524767 0 {txt} gleason pgg45 _cons r2 {res} 0 0 1.6992059 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .28415481 .09496964 0 0 .23524767 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.6992059 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3290858 0.5418601 {txt}{space 10}lweight {c |}{col 21}{res} 0.2051364 0.6589198 {txt}{space 14}svi {c |}{col 21}{res} 0.3213515 0.7099563 {txt}{space 14}lcp {c |}{col 21}{res} 0.0048328 -0.0300823 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.2209855 -0.8034092 {txt}{hline 18}{c BT}{hline 32} mreldif=5.64265034780e-12. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .32908582 .20513641 0 0 .32135155 .0048328 {txt} gleason pgg45 _cons r3 {res} 0 0 1.2209855 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .32908582 .20513641 0 0 .32135155 .0048328 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.2209855 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3616710 0.5414486 {txt}{space 10}lweight {c |}{col 21}{res} 0.2846361 0.6588810 {txt}{space 14}svi {c |}{col 21}{res} 0.3816404 0.6927932 {txt}{space 14}lcp {c |}{col 21}{res} 0.0055112 -0.0809111 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0001504 0.0042772 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.8718987 -0.9123991 {txt}{hline 18}{c BT}{hline 32} mreldif=1.00540709437e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .36167097 .28463608 0 0 .38164039 .00551119 {txt} gleason pgg45 _cons r4 {res} 0 .00015037 .87189869 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .36167097 .28463608 0 0 .38164039 .00551119 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00015037 .87189869 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3958396 0.5067548 {txt}{space 10}lweight {c |}{col 21}{res} 0.3695804 0.6650921 {txt}{space 14}svi {c |}{col 21}{res} 0.4404819 0.6016864 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0008990 0.0029746 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.4855319 -0.8221054 {txt}{hline 18}{c BT}{hline 32} mreldif=2.67320711887e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .39583962 .36958042 0 0 .4404819 0 {txt} gleason pgg45 _cons r5 {res} 0 .00089902 .48553193 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .39583962 .36958042 0 0 .4404819 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00089902 .48553193 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4499190 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4697457 0.5490809 {txt}{space 13}lbph {c |}{col 21}{res} 0.0265646 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.5369207 0.6496250 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017593 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0045115 -0.4136749 {txt}{hline 18}{c BT}{hline 32} mreldif=6.01001196266e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .44991896 .46974567 0 .02656458 .53692071 0 {txt} gleason pgg45 _cons r6 {res} 0 .00175928 .00451154 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .44991896 .46974567 0 .02656458 .53692071 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00175928 .00451154 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4941626 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5622500 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0105501 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0683305 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6070730 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0210338 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0024411 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1048456 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=5.89360580301e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .49416259 .56225004 -.01055008 .06833045 .60707302 0 {txt} gleason pgg45 _cons r7 {res} .02103381 .00244109 .10484564 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .49416259 .56225004 -.01055008 .06833045 .60707302 0 {txt} gleason pgg45 _cons lpsa {res} .02103381 .00244109 .10484564 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5200010 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5919121 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0154116 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0818367 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6610160 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0323945 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0339630 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0031094 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1503654 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=2.44451748217e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .52000102 .59191212 -.01541163 .08183674 .66101602 -.03239455 {txt} gleason pgg45 _cons r8 {res} .03396302 .00310939 .1503654 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .52000102 .59191212 -.01541163 .08183674 .66101602 -.03239455 {txt} gleason pgg45 _cons lpsa {res} .03396302 .00310939 .1503654 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5371588 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6039680 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0176960 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0876694 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7000514 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0608438 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0401782 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0036263 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1606338 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=4.24195391403e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .53715879 .60396802 -.017696 .08766937 .70005137 -.06084383 {txt} gleason pgg45 _cons r9 {res} .04017821 .00362633 .16063379 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .53715879 .60396802 -.017696 .08766937 .70005137 -.06084383 {txt} gleason pgg45 _cons lpsa {res} .04017821 .00362633 .16063379 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5550784 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6160094 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0200468 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0936574 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7407063 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0906286 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0462534 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0041726 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1737929 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=3.57014989392e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .5550784 .61600935 -.02004678 .09365744 .74070625 -.09062855 {txt} gleason pgg45 _cons r10 {res} .04625343 .00417259 .17379294 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .5550784 .61600935 -.02004678 .09365744 .74070625 -.09062855 {txt} gleason pgg45 _cons lpsa {res} .04625343 .00417259 .17379294 {reset}{res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 2{col 31} 0.30473{col 43} 0.86078{txt} {res}{col 56} 0.3178{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}svi _cons. 2{txt}{col 7}{c |}{res} 3{col 13} 100.00000{col 25} 3{col 31} 0.70600{col 43} -19.13410{txt} {res}{col 56} 0.4693{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 3{txt}{col 7}{c |}{res} 5{col 13} 60.00000{col 25} 4{col 31} 1.12955{col 43} -34.88963{txt} {res}{col 56} 0.5706{txt}{col 65}{c |}{res}{col 67}Added pgg45. 4{txt}{col 7}{c |}{res} 6{col 13} 30.00000{col 25} 5{col 31} 1.44504{col 43} -42.50540{txt} {res}{col 56} 0.6243{txt}{col 65}{c |}{res}{col 67}Added lbph. 5{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 7{col 31} 1.73706{col 43} -40.13340{txt} {res}{col 56} 0.6522{txt}{col 65}{c |}{res}{col 67}Added age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 6{txt}{col 7}{c |}{res} 8{col 13} 5.00000{col 25} 8{col 31} 1.89922{col 43} -36.99825{txt} {res}{col 56} 0.6586{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2374897 0.5925572 {txt}{space 14}svi {c |}{col 21}{res} 0.0672390 0.6697460 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.1432166 1.5334325 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .23748972 0 0 0 .06723896 0 {txt} gleason pgg45 _cons r1 {res} 0 0 2.1432166 {reset}{res} {txt}__000001[1,9] o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .23748972 0 0 0 .06723896 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 2.1432166 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2757126 0.5925572 {txt}{space 14}svi {c |}{col 21}{res} 0.1416246 0.6697460 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.0755112 1.5334325 {txt}{hline 18}{c BT}{hline 32} mreldif=9.54840753465e-12. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .27571263 0 0 0 .14162461 0 {txt} gleason pgg45 _cons r2 {res} 0 0 2.0755112 {reset}{res} {txt}__000001[1,9] o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .27571263 0 0 0 .14162461 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 2.0755112 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3273349 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.1253771 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.2532906 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.5266593 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=8.01292374492e-13. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .32733486 .1253771 0 0 .25329065 0 {txt} gleason pgg45 _cons r3 {res} 0 0 1.5266593 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .32733486 .1253771 0 0 .25329065 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5266593 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3632987 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.2205992 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.3306765 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.1157987 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=2.89654258319e-12. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .36329868 .22059917 0 0 .33067654 0 {txt} gleason pgg45 _cons r4 {res} 0 0 1.1157987 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .36329868 .22059917 0 0 .33067654 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.1157987 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4001517 0.5067548 {txt}{space 10}lweight {c |}{col 21}{res} 0.3213520 0.6650921 {txt}{space 14}svi {c |}{col 21}{res} 0.4079072 0.6016864 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0001380 0.0029746 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.6803354 -0.8221054 {txt}{hline 18}{c BT}{hline 32} mreldif=1.31402135978e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .40015172 .32135195 0 0 .4079072 0 {txt} gleason pgg45 _cons r5 {res} 0 .00013803 .68033535 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .40015172 .32135195 0 0 .4079072 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00013803 .68033535 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4528646 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4573361 0.5490809 {txt}{space 13}lbph {c |}{col 21}{res} 0.0183331 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.5151046 0.6496250 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0014040 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0597809 -0.4136749 {txt}{hline 18}{c BT}{hline 32} mreldif=5.21581642930e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .45286464 .45733609 0 .01833309 .51510459 0 {txt} gleason pgg45 _cons r6 {res} 0 .00140396 .05978093 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .45286464 .45733609 0 .01833309 .51510459 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00140396 .05978093 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4956051 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5524971 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0091982 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0642069 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5993467 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0138383 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0023697 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1043694 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=9.16053887040e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .49560506 .5524971 -.00919825 .06420691 .59934666 0 {txt} gleason pgg45 _cons r7 {res} .01383828 .00236973 .10436938 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .49560506 .5524971 -.00919825 .06420691 .59934666 0 {txt} gleason pgg45 _cons lpsa {res} .01383828 .00236973 .10436938 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5166849 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5869199 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0145717 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0796601 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6462742 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0226917 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0294938 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0029245 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1591518 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=2.49739302778e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .51668495 .58691994 -.01457171 .07966006 .64627424 -.02269172 {txt} gleason pgg45 _cons r8 {res} .02949384 .00292454 .15915183 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .51668495 .58691994 -.01457171 .07966006 .64627424 -.02269172 {txt} gleason pgg45 _cons lpsa {res} .02949384 .00292454 .15915183 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5352349 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6009610 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0171963 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0863740 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6913004 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0551154 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0374698 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0035177 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1662212 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=2.40509050914e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .53523485 .60096105 -.01719632 .08637399 .69130045 -.05511541 {txt} gleason pgg45 _cons r9 {res} .03746979 .00351765 .16622116 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .53523485 .60096105 -.01719632 .08637399 .69130045 -.05511541 {txt} gleason pgg45 _cons lpsa {res} .03746979 .00351765 .16622116 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5544616 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6150024 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0198818 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0932296 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7378252 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0887544 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0453399 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0041372 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1757769 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=3.03077376370e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .55446161 .61500236 -.0198818 .09322959 .73782519 -.08875443 {txt} gleason pgg45 _cons r10 {res} .04533994 .00413722 .17577695 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55446161 .61500236 -.0198818 .09322959 .73782519 -.08875443 {txt} gleason pgg45 _cons lpsa {res} .04533994 .00413722 .17577695 {reset}{res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 1{col 31} 0.20920{col 43} 4.84573{txt} {res}{col 56} 0.2681{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 2{col 13} 130.00000{col 25} 2{col 31} 0.29397{col 43} -0.20381{txt} {res}{col 56} 0.3300{txt}{col 65}{c |}{res}{col 67}Added svi. 3{txt}{col 7}{c |}{res} 3{col 13} 100.00000{col 25} 3{col 31} 0.53488{col 43} -11.71060{txt} {res}{col 56} 0.4304{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 4{txt}{col 7}{c |}{res} 6{col 13} 30.00000{col 25} 5{col 31} 1.40425{col 43} -40.74651{txt} {res}{col 56} 0.6191{txt}{col 65}{c |}{res}{col 67}Added lbph {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45. 5{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 7{col 31} 1.70776{col 43} -39.43466{txt} {res}{col 56} 0.6507{txt}{col 65}{c |}{res}{col 67}Added age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 6{txt}{col 7}{c |}{res} 8{col 13} 5.00000{col 25} 8{col 31} 1.85811{col 43} -36.46831{txt} {res}{col 56} 0.6574{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2091987 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.1959666 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .20919872 0 0 0 0 0 {txt} gleason pgg45 _cons r1 {res} 0 0 2.1959666 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .20919872 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 2.1959666 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2605663 0.5925572 {txt}{space 14}svi {c |}{col 21}{res} 0.0334028 0.6697460 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.1193883 1.5334325 {txt}{hline 18}{c BT}{hline 32} mreldif=4.03506922759e-12. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .2605663 0 0 0 .03340283 0 {txt} gleason pgg45 _cons r2 {res} 0 0 2.1193883 {reset}{res} {txt}__000001[1,9] o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .2605663 0 0 0 .03340283 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 2.1193883 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3249644 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.0384537 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.1714581 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.8630157 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=3.06817284551e-12. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .32496445 .0384537 0 0 .17145813 0 {txt} gleason pgg45 _cons r3 {res} 0 0 1.8630157 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .32496445 .0384537 0 0 .17145813 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.8630157 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3627543 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.1518351 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.2642920 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.3804462 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=1.20413376123e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .36275435 .15183512 0 0 .26429199 0 {txt} gleason pgg45 _cons r4 {res} 0 0 1.3804462 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .36275435 .15183512 0 0 .26429199 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.3804462 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4017014 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.2704236 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.3599900 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.8767984 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=1.09170009341e-12. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .40170137 .27042362 0 0 .35999004 0 {txt} gleason pgg45 _cons r5 {res} 0 0 .87679839 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .40170137 .27042362 0 0 .35999004 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 .87679839 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4561836 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4448450 0.5490809 {txt}{space 13}lbph {c |}{col 21}{res} 0.0098522 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.4923263 0.6496250 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0010389 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1153119 -0.4136749 {txt}{hline 18}{c BT}{hline 32} mreldif=1.36746002582e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .4561836 .44484504 0 .00985217 .49232626 0 {txt} gleason pgg45 _cons r6 {res} 0 .00103894 .11531191 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .4561836 .44484504 0 .00985217 .49232626 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00103894 .11531191 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4971093 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5425838 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0078234 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0600208 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5914607 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0064666 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022998 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1041173 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=1.48615313318e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .4971093 .5425838 -.0078234 .06002079 .59146069 0 {txt} gleason pgg45 _cons r7 {res} .00646665 .0022998 .10411733 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .4971093 .5425838 -.0078234 .06002079 .59146069 0 {txt} gleason pgg45 _cons lpsa {res} .00646665 .0022998 .10411733 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5132724 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5819068 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0137202 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0774577 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6312317 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0127740 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0250097 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0027354 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1677192 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=4.15337321704e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .5132724 .58190682 -.01372025 .07745771 .63123166 -.01277395 {txt} gleason pgg45 _cons r8 {res} .02500968 .00273539 .16771922 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .5132724 .58190682 -.01372025 .07745771 .63123166 -.01277395 {txt} gleason pgg45 _cons lpsa {res} .02500968 .00273539 .16771923 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5332765 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5979463 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0166925 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0850694 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6824412 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0493099 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0347555 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0034074 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1717330 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=3.35013543385e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .5332765 .59794632 -.01669248 .08506939 .68244116 -.04930986 {txt} gleason pgg45 _cons r9 {res} .03475554 .00340744 .17173305 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .5332765 .59794632 -.01669248 .08506939 .68244116 -.04930986 {txt} gleason pgg45 _cons lpsa {res} .03475554 .00340744 .17173305 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5538410 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6139945 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0197164 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0928007 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7349321 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0868718 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0444257 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0041017 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1777531 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=3.63554181556e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .55384104 .61399448 -.01971636 .09280073 .7349321 -.08687178 {txt} gleason pgg45 _cons r10 {res} .04442573 .00410169 .17775306 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55384104 .61399448 -.01971636 .09280073 .7349321 -.08687178 {txt} gleason pgg45 _cons lpsa {res} .04442573 .00410169 .17775306 {reset}{res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 1{col 31} 0.16610{col 43} 11.22918{txt} {res}{col 56} 0.2204{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 3{col 13} 100.00000{col 25} 2{col 31} 0.39862{col 43} -9.18735{txt} {res}{col 56} 0.3943{txt}{col 65}{c |}{res}{col 67}Added svi. 3{txt}{col 7}{c |}{res} 4{col 13} 80.00000{col 25} 3{col 31} 0.63278{col 43} -17.90388{txt} {res}{col 56} 0.4707{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 4{txt}{col 7}{c |}{res} 6{col 13} 30.00000{col 25} 5{col 31} 1.36246{col 43} -38.77562{txt} {res}{col 56} 0.6130{txt}{col 65}{c |}{res}{col 67}Added lbph {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45. 5{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 6{col 31} 1.67920{col 43} -43.07342{txt} {res}{col 56} 0.6489{txt}{col 65}{c |}{res}{col 67}Added age. 6{txt}{col 7}{c |}{res} 8{col 13} 5.00000{col 25} 8{col 31} 1.81629{col 43} -35.88875{txt} {res}{col 56} 0.6560{txt}{col 65}{c |}{res}{col 67}Added lcp {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1660968 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.2541546 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .16609682 0 0 0 0 0 {txt} gleason pgg45 _cons r1 {res} 0 0 2.2541546 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .16609682 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 2.2541546 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2311425 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.1663423 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .2311425 0 0 0 0 0 {txt} gleason pgg45 _cons r2 {res} 0 0 2.1663423 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .2311425 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 2.1663423 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3197343 0.5925572 {txt}{space 14}svi {c |}{col 21}{res} 0.0788894 0.6697460 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.0296633 1.5334325 {txt}{hline 18}{c BT}{hline 32} mreldif=1.42956257492e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .31973432 0 0 0 .07888937 0 {txt} gleason pgg45 _cons r3 {res} 0 0 2.0296633 {reset}{res} {txt}__000001[1,9] o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .31973432 0 0 0 .07888937 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 2.0296633 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3638282 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.0775849 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.1913713 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.6642333 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=3.43383930744e-12. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .36382817 .07758491 0 0 .19137129 0 {txt} gleason pgg45 _cons r4 {res} 0 0 1.6642333 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .36382817 .07758491 0 0 .19137129 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.6642333 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4034879 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.2163874 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.3053574 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.0823086 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=7.37619899235e-12. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .40348785 .21638742 0 0 .30535737 0 {txt} gleason pgg45 _cons r5 {res} 0 0 1.0823086 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .40348785 .21638742 0 0 .30535737 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.0823086 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4599140 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4322772 0.5490809 {txt}{space 13}lbph {c |}{col 21}{res} 0.0011077 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.4684949 0.6496250 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0006637 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1710684 -0.4136749 {txt}{hline 18}{c BT}{hline 32} mreldif=5.92473674376e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .459914 .4322772 0 .0011077 .46849493 0 {txt} gleason pgg45 _cons r6 {res} 0 .00066375 .17106843 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .459914 .4322772 0 .0011077 .46849493 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00066375 .17106843 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4985532 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5326719 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0064321 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0557559 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5835750 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022121 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0972199 0.5214696 {txt}{hline 18}{c BT}{hline 32} mreldif=8.33115109037e-12. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .4985532 .5326719 -.00643209 .05575592 .58357496 0 {txt} gleason pgg45 _cons r7 {res} 0 .00221212 .09721991 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .4985532 .5326719 -.00643209 .05575592 .58357496 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00221212 .09721991 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5097596 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5768734 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0128569 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0752290 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6158792 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0026340 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0205120 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0025418 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1760495 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=3.58019777098e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .50975955 .57687339 -.01285694 .075229 .61587917 -.00263401 {txt} gleason pgg45 _cons r8 {res} .02051204 .00254177 .17604948 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .50975955 .57687339 -.01285694 .075229 .61587917 -.00263401 {txt} gleason pgg45 _cons lpsa {res} .02051204 .00254177 .17604948 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5312829 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5949240 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0161844 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0837554 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6734715 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0434256 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0320358 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0032957 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1771655 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=4.44585468021e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .53128291 .59492397 -.01618444 .08375543 .67347152 -.04342562 {txt} gleason pgg45 _cons r9 {res} .03203576 .00329566 .17716555 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .53128291 .59492397 -.01618444 .08375543 .67347152 -.04342562 {txt} gleason pgg45 _cons lpsa {res} .03203576 .00329566 .17716555 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5532167 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6129857 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0195505 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0923708 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7320269 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0849806 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0435108 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0040660 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1797211 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=4.27206771077e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .55321667 .61298571 -.01955047 .09237083 .73202691 -.08498056 {txt} gleason pgg45 _cons r10 {res} .04351083 .00406599 .17972113 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55321667 .61298571 -.01955047 .09237083 .73202691 -.08498056 {txt} gleason pgg45 _cons lpsa {res} .04351083 .00406599 .17972113 {reset}{res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 1{col 31} 0.11681{col 43} 18.63445{txt} {res}{col 56} 0.1610{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 4{col 13} 80.00000{col 25} 2{col 31} 0.47721{col 43} -15.68365{txt} {res}{col 56} 0.4372{txt}{col 65}{c |}{res}{col 67}Added svi. 3{txt}{col 7}{c |}{res} 5{col 13} 60.00000{col 25} 3{col 31} 0.81144{col 43} -27.08016{txt} {res}{col 56} 0.5224{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 4{txt}{col 7}{c |}{res} 6{col 13} 30.00000{col 25} 4{col 31} 1.32070{col 43} -41.40696{txt} {res}{col 56} 0.6076{txt}{col 65}{c |}{res}{col 67}Added pgg45. 5{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 6{col 31} 1.65790{col 43} -42.34952{txt} {res}{col 56} 0.6470{txt}{col 65}{c |}{res}{col 67}Added age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph. 6{txt}{col 7}{c |}{res} 8{col 13} 5.00000{col 25} 7{col 31} 1.79442{col 43} -40.00945{txt} {res}{col 56} 0.6552{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 7{txt}{col 7}{c |}{res} 9{col 13} 3.00000{col 25} 8{col 31} 1.95360{col 43} -36.79348{txt} {res}{col 56} 0.6601{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1168080 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.3206949 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .11680803 0 0 0 0 0 {txt} gleason pgg45 _cons r1 {res} 0 0 2.3206949 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .11680803 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 2.3206949 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1920978 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.2190530 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .19209782 0 0 0 0 0 {txt} gleason pgg45 _cons r2 {res} 0 0 2.219053 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .19209782 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 2.219053 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3078005 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.0628532 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .30780051 0 0 0 0 0 {txt} gleason pgg45 _cons r3 {res} 0 0 2.0628532 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .30780051 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 2.0628532 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3667702 0.5925572 {txt}{space 14}svi {c |}{col 21}{res} 0.1104371 0.6697460 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.9593345 1.5334325 {txt}{hline 18}{c BT}{hline 32} mreldif=4.53847598714e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .36677024 0 0 0 .11043714 0 {txt} gleason pgg45 _cons r4 {res} 0 0 1.9593345 {reset}{res} {txt}__000001[1,9] o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .36677024 0 0 0 .11043714 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.9593345 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4065927 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.1588047 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.2460381 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.2999237 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=2.77195329435e-12. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .40659273 .1588047 0 0 .24603807 0 {txt} gleason pgg45 _cons r5 {res} 0 0 1.2999237 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .40659273 .1588047 0 0 .24603807 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.2999237 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4647115 0.5067548 {txt}{space 10}lweight {c |}{col 21}{res} 0.4071305 0.6650921 {txt}{space 14}svi {c |}{col 21}{res} 0.4486335 0.6016864 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0002217 0.0029746 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.2710372 -0.8221054 {txt}{hline 18}{c BT}{hline 32} mreldif=1.98729611197e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .46471147 .40713053 0 0 .44863355 0 {txt} gleason pgg45 _cons r6 {res} 0 .00022167 .27103716 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .46471147 .40713053 0 0 .44863355 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00022167 .27103716 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4992975 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5236155 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0050595 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0513361 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5765816 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0020069 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0483824 0.5214696 {txt}{hline 18}{c BT}{hline 32} mreldif=4.77124343450e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .49929752 .52361547 -.00505955 .05133606 .57658161 0 {txt} gleason pgg45 _cons r7 {res} 0 .00200692 .0483824 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .49929752 .52361547 -.00505955 .05133606 .57658161 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00200692 .0483824 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5094681 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5718488 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0121225 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0731007 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6088734 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0165361 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0024663 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1786606 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=8.83083985573e-11. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .50946814 .57184883 -.01212249 .07310073 .60887345 0 {txt} gleason pgg45 _cons r8 {res} .01653605 .00246633 .17866059 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .50946814 .57184883 -.01212249 .07310073 .60887345 0 {txt} gleason pgg45 _cons lpsa {res} .01653605 .00246633 .17866059 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5292532 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5918941 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0156721 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0824320 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6643895 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0374611 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0293108 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0031823 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1825146 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=3.72183473891e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .52925323 .59189414 -.01567211 .08243195 .66438951 -.03746109 {txt} gleason pgg45 _cons r9 {res} .02931081 .00318226 .1825146 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .52925323 .59189414 -.01567211 .08243195 .66438951 -.03746109 {txt} gleason pgg45 _cons lpsa {res} .02931081 .00318226 .1825146 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5525885 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6119761 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0193841 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0919399 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7291095 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0830807 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0425952 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0040301 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1816810 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=4.93965768723e-10. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .55258846 .61197606 -.0193841 .09193991 .72910953 -.08308071 {txt} gleason pgg45 _cons r10 {res} .04259523 .00403012 .18168101 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55258846 .61197606 -.0193841 .09193991 .72910953 -.08308071 {txt} gleason pgg45 _cons lpsa {res} .04259523 .00403012 .18168101 {reset}r; t=1.65 22:18:16 {com}. * . . * elastic net with ols . foreach ai of numlist 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 {c -(} {txt} 2{com}. lasso2 $model, l($lambdalist) alpha(`ai') ols {txt} 3{com}. mat A = e(betas) {txt} 4{com}. local j=1 {txt} 5{com}. foreach i of numlist $lambdalist {c -(} {txt} 6{com}. mat a = A[`j',1..9] {txt} 7{com}. lasso2 $model, l(`i') alpha(`ai') ols {txt} 8{com}. mat b = e(betaAllOLS) {txt} 9{com}. comparemat a b {txt} 10{com}. local j=`j'+1 {txt} 11{com}. {c )-} {txt} 12{com}. {c )-} {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 7{col 31} 2.01030{col 43} -54.81377{txt} {res}{col 56} 0.6493{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight lbph {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}svi lcp {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason pgg45 {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 4{col 13} 80.00000{col 25} 8{col 31} 2.22573{col 43} -51.60707{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added age. 3{txt}{col 7}{c |}{res} 6{col 13} 30.00000{col 25} 7{col 31} 1.94236{col 43} -46.58154{txt} {res}{col 56} 0.6581{txt}{col 65}{c |}{res}{col 67}Removed lcp. 4{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 8{col 31} 2.22573{col 43} -40.71494{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2672673 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.3713884 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0240021 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.4109869 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0632201 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0479261 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0019577 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.3184239 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .54456215 .546209 0 .07136924 .74350101 -.08045129 {txt} gleason pgg45 _cons r1 {res} .02085131 .00336003 -.64421754 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .54456215 .546209 0 .07136924 .74350101 -.08045129 {txt} gleason pgg45 _cons lpsa {res} .02085131 .00336003 -.64421754 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2844786 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.3941616 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0280286 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.4338634 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0613338 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0489631 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0020009 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1987959 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .54456215 .546209 0 .07136924 .74350101 -.08045129 {txt} gleason pgg45 _cons r2 {res} .02085131 .00336003 -.64421754 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .54456215 .546209 0 .07136924 .74350101 -.08045129 {txt} gleason pgg45 _cons lpsa {res} .02085131 .00336003 -.64421754 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3153566 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.4309649 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0348118 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.4732650 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0555076 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0497068 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0020597 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0068425 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .54456215 .546209 0 .07136924 .74350101 -.08045129 {txt} gleason pgg45 _cons r3 {res} .02085131 .00336003 -.64421754 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .54456215 .546209 0 .07136924 .74350101 -.08045129 {txt} gleason pgg45 _cons lpsa {res} .02085131 .00336003 -.64421754 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3406997 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.4573479 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0000828 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0400380 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.5042953 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0483672 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0495093 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0021035 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.1260811 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r4 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3733778 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.4942185 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0032851 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0490776 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.5420292 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0353586 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0520705 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022691 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.1322223 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r5 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4406092 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5563393 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0099640 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0672552 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6158554 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0549412 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0027225 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0764529 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons r6 {res} .04220206 .00276558 .25373297 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons lpsa {res} .04220206 .00276558 .25373297 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5050524 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6005836 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0163864 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0846536 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6795890 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0390389 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0523956 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0033160 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0663339 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r7 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5323704 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6116607 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0186613 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0902992 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7171455 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0691902 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0516644 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0038091 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1133507 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r8 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5445260 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6159159 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0196544 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0927615 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7340095 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0830163 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0509476 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0040464 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1376017 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r9 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5575084 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6200283 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0207021 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0953588 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7521117 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0980410 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0499000 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0043124 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1657807 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r10 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset}{res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 6{col 31} 2.01639{col 43} -54.82742{txt} {res}{col 56} 0.6432{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcp gleason {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45 _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 130.00000{col 25} 7{col 31} 2.01030{col 43} -53.06035{txt} {res}{col 56} 0.6493{txt}{col 65}{c |}{res}{col 67}Added lbph. 3{txt}{col 7}{c |}{res} 6{col 13} 30.00000{col 25} 7{col 31} 1.94236{col 43} -46.07148{txt} {res}{col 56} 0.6581{txt}{col 65}{c |}{res}{col 67}Added age. {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}Removed lcp. 4{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 8{col 31} 2.22573{col 43} -40.40804{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2650913 0.5378499 {txt}{space 10}lweight {c |}{col 21}{res} 0.3138154 0.6620155 {txt}{space 14}svi {c |}{col 21}{res} 0.3583752 0.6991923 {txt}{space 14}lcp {c |}{col 21}{res} 0.0513694 -0.0813594 {txt}{space 10}gleason {c |}{col 21}{res} 0.0122505 0.0322875 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0013628 0.0036868 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.7973703 -1.1240093 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .53784985 .66201545 0 0 .69919229 -.08135944 {txt} gleason pgg45 _cons r1 {res} .03228749 .00368679 -1.1240093 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .53784985 .66201545 0 0 .69919229 -.08135944 {txt} gleason pgg45 _cons lpsa {res} .03228749 .00368679 -1.1240093 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2840904 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.3458734 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0036427 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.3859556 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0502754 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0167260 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0014922 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.6154760 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .54456215 .546209 0 .07136924 .74350101 -.08045129 {txt} gleason pgg45 _cons r2 {res} .02085131 .00336003 -.64421754 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .54456215 .546209 0 .07136924 .74350101 -.08045129 {txt} gleason pgg45 _cons lpsa {res} .02085131 .00336003 -.64421754 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3176495 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.3927202 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0147312 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.4345309 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0456348 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0226487 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0016781 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.3431790 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .54456215 .546209 0 .07136924 .74350101 -.08045129 {txt} gleason pgg45 _cons r3 {res} .02085131 .00336003 -.64421754 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .54456215 .546209 0 .07136924 .74350101 -.08045129 {txt} gleason pgg45 _cons lpsa {res} .02085131 .00336003 -.64421754 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3445597 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.4257647 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0231009 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.4723049 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0392508 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0261731 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0018106 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1497416 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .54456215 .546209 0 .07136924 .74350101 -.08045129 {txt} gleason pgg45 _cons r4 {res} .02085131 .00336003 -.64421754 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .54456215 .546209 0 .07136924 .74350101 -.08045129 {txt} gleason pgg45 _cons lpsa {res} .02085131 .00336003 -.64421754 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3767183 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.4597658 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0324772 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.5164556 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0284822 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0290940 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0019649 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0529769 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .54456215 .546209 0 .07136924 .74350101 -.08045129 {txt} gleason pgg45 _cons r5 {res} .02085131 .00336003 -.64421754 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .54456215 .546209 0 .07136924 .74350101 -.08045129 {txt} gleason pgg45 _cons lpsa {res} .02085131 .00336003 -.64421754 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4422907 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5316341 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0064854 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0564157 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5975384 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0383450 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0024854 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0883313 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons r6 {res} .04220206 .00276558 .25373297 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons lpsa {res} .04220206 .00276558 .25373297 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4992808 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5910221 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0148419 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0805928 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6536565 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0219747 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0439151 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0029901 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0844730 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r7 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5294057 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6067575 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0178648 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0882190 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7035225 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0602810 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0472676 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0036398 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1228553 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r8 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5427320 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6129412 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0191707 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0915016 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7256731 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0775815 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0482654 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0039435 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1434553 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r9 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5569064 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6190249 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0205390 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0949349 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7492780 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0962004 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0489895 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0042777 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1677949 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r10 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset}{res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 5{col 31} 1.97831{col 43} -55.95476{txt} {res}{col 56} 0.6430{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcp pgg45 {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 4{col 13} 80.00000{col 25} 7{col 31} 2.01030{col 43} -49.01718{txt} {res}{col 56} 0.6493{txt}{col 65}{c |}{res}{col 67}Added lbph {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 3{txt}{col 7}{c |}{res} 6{col 13} 30.00000{col 25} 7{col 31} 1.94236{col 43} -45.53343{txt} {res}{col 56} 0.6581{txt}{col 65}{c |}{res}{col 67}Added age. {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}Removed lcp. 4{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 8{col 31} 2.22573{col 43} -40.09268{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2629010 0.5414486 {txt}{space 10}lweight {c |}{col 21}{res} 0.2275776 0.6588810 {txt}{space 14}svi {c |}{col 21}{res} 0.3095110 0.6927932 {txt}{space 14}lcp {c |}{col 21}{res} 0.0379029 -0.0809111 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0003998 0.0042772 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.2276458 -0.9123991 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .54144863 .65888102 0 0 .69279316 -.08091111 {txt} gleason pgg45 _cons r1 {res} 0 .00427722 -.9123991 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .54144863 .65888102 0 0 .69279316 -.08091111 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00427722 -.9123991 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2842664 0.5414486 {txt}{space 10}lweight {c |}{col 21}{res} 0.2720924 0.6588810 {txt}{space 14}svi {c |}{col 21}{res} 0.3419449 0.6927932 {txt}{space 14}lcp {c |}{col 21}{res} 0.0380423 -0.0809111 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0007055 0.0042772 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.0228101 -0.9123991 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .54144863 .65888102 0 0 .69279316 -.08091111 {txt} gleason pgg45 _cons r2 {res} 0 .00427722 -.9123991 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .54144863 .65888102 0 0 .69279316 -.08091111 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00427722 -.9123991 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3209926 0.5414486 {txt}{space 10}lweight {c |}{col 21}{res} 0.3456026 0.6588810 {txt}{space 14}svi {c |}{col 21}{res} 0.3955148 0.6927932 {txt}{space 14}lcp {c |}{col 21}{res} 0.0349605 -0.0809111 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0012059 0.0042772 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.6821139 -0.9123991 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .54144863 .65888102 0 0 .69279316 -.08091111 {txt} gleason pgg45 _cons r3 {res} 0 .00427722 -.9123991 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .54144863 .65888102 0 0 .69279316 -.08091111 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00427722 -.9123991 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3497214 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.3933840 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0052270 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.4379744 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0295121 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0012396 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0015405 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.4427116 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .54456215 .546209 0 .07136924 .74350101 -.08045129 {txt} gleason pgg45 _cons r4 {res} .02085131 .00336003 -.64421754 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .54456215 .546209 0 .07136924 .74350101 -.08045129 {txt} gleason pgg45 _cons lpsa {res} .02085131 .00336003 -.64421754 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3829777 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.4347820 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0185446 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.4904274 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0194609 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0087776 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017926 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1760407 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .54456215 .546209 0 .07136924 .74350101 -.08045129 {txt} gleason pgg45 _cons r5 {res} .02085131 .00336003 -.64421754 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .54456215 .546209 0 .07136924 .74350101 -.08045129 {txt} gleason pgg45 _cons lpsa {res} .02085131 .00336003 -.64421754 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4442433 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5059586 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0028508 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0451406 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5784570 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0209219 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022489 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.1012433 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons r6 {res} .04220206 .00276558 .25373297 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons lpsa {res} .04220206 .00276558 .25373297 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4932148 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5813684 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0132588 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0764468 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6267666 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0042353 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0353515 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0026511 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1020996 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r7 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5263580 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6018314 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0170579 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0861156 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6896319 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0511827 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0428511 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0034669 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1322019 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r8 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5409066 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6099582 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0186832 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0902331 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7172358 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0720754 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0455763 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0038392 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1492474 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r9 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5563008 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6180206 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0203754 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0945101 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7464326 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0943515 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0480782 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0042428 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1698018 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r10 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset}{res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 4{col 31} 1.94082{col 43} -55.93377{txt} {res}{col 56} 0.6365{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcp _cons. 2{txt}{col 7}{c |}{res} 3{col 13} 100.00000{col 25} 5{col 31} 1.97831{col 43} -53.28935{txt} {res}{col 56} 0.6430{txt}{col 65}{c |}{res}{col 67}Added pgg45. 3{txt}{col 7}{c |}{res} 5{col 13} 60.00000{col 25} 6{col 31} 1.98576{col 43} -49.29530{txt} {res}{col 56} 0.6493{txt}{col 65}{c |}{res}{col 67}Added lbph. 4{txt}{col 7}{c |}{res} 6{col 13} 30.00000{col 25} 6{col 31} 1.80577{col 43} -45.68388{txt} {res}{col 56} 0.6462{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}Removed lcp. 5{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 7{col 31} 1.94236{col 43} -42.30125{txt} {res}{col 56} 0.6581{txt}{col 65}{c |}{res}{col 67}Added age. 6{txt}{col 7}{c |}{res} 8{col 13} 5.00000{col 25} 8{col 31} 2.22573{col 43} -38.73726{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2597063 0.5418601 {txt}{space 10}lweight {c |}{col 21}{res} 0.1326293 0.6589198 {txt}{space 14}svi {c |}{col 21}{res} 0.2509815 0.7099563 {txt}{space 14}lcp {c |}{col 21}{res} 0.0178939 -0.0300823 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.5953502 -0.8034092 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .54186011 .6589198 0 0 .70995629 -.03008229 {txt} gleason pgg45 _cons r1 {res} 0 0 -.80340922 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .54186011 .6589198 0 0 .70995629 -.03008229 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 -.80340922 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2841969 0.5418601 {txt}{space 10}lweight {c |}{col 21}{res} 0.1879116 0.6589198 {txt}{space 14}svi {c |}{col 21}{res} 0.2940350 0.7099563 {txt}{space 14}lcp {c |}{col 21}{res} 0.0217765 -0.0300823 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.3530468 -0.8034092 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .54186011 .6589198 0 0 .70995629 -.03008229 {txt} gleason pgg45 _cons r2 {res} 0 0 -.80340922 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .54186011 .6589198 0 0 .70995629 -.03008229 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 -.80340922 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3245636 0.5414486 {txt}{space 10}lweight {c |}{col 21}{res} 0.2783259 0.6588810 {txt}{space 14}svi {c |}{col 21}{res} 0.3613748 0.6927932 {txt}{space 14}lcp {c |}{col 21}{res} 0.0225271 -0.0809111 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0003571 0.0042772 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.9472930 -0.9123991 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .54144863 .65888102 0 0 .69279316 -.08091111 {txt} gleason pgg45 _cons r3 {res} 0 .00427722 -.9123991 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .54144863 .65888102 0 0 .69279316 -.08091111 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00427722 -.9123991 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3547745 0.5414486 {txt}{space 10}lweight {c |}{col 21}{res} 0.3442395 0.6588810 {txt}{space 14}svi {c |}{col 21}{res} 0.4090443 0.6927932 {txt}{space 14}lcp {c |}{col 21}{res} 0.0179382 -0.0809111 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0008864 0.0042772 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.6432628 -0.9123991 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .54144863 .65888102 0 0 .69279316 -.08091111 {txt} gleason pgg45 _cons r4 {res} 0 .00427722 -.9123991 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .54144863 .65888102 0 0 .69279316 -.08091111 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00427722 -.9123991 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3893435 0.5469201 {txt}{space 10}lweight {c |}{col 21}{res} 0.4103556 0.5434709 {txt}{space 13}lbph {c |}{col 21}{res} 0.0036270 0.0718135 {txt}{space 14}svi {c |}{col 21}{res} 0.4638803 0.7396583 {txt}{space 14}lcp {c |}{col 21}{res} 0.0090656 -0.0801571 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0014642 0.0037380 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.3287477 -0.5050395 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .54692009 .54347088 0 .07181346 .73965834 -.08015709 {txt} gleason pgg45 _cons r5 {res} 0 .003738 -.50503951 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .54692009 .54347088 0 .07181346 .73965834 -.08015709 {txt} o. gleason pgg45 _cons lpsa {res} 0 .003738 -.50503951 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4468911 0.5105023 {txt}{space 10}lweight {c |}{col 21}{res} 0.4825017 0.5513850 {txt}{space 13}lbph {c |}{col 21}{res} 0.0344772 0.0717813 {txt}{space 14}svi {c |}{col 21}{res} 0.5581976 0.6525584 {txt}{space 10}gleason {c |}{col 21}{res} 0.0037420 0.0174147 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0020440 0.0021254 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0753013 -0.5296341 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .51050227 .55138496 0 .07178131 .65255839 0 {txt} gleason pgg45 _cons r6 {res} .01741467 .00212541 -.52963406 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .51050227 .55138496 0 .07178131 .65255839 0 {txt} gleason pgg45 _cons lpsa {res} .01741467 .00212541 -.52963406 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4927792 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5718474 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0118795 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0723928 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6146470 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0280621 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0025137 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1055094 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons r7 {res} .04220206 .00276558 .25373297 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons lpsa {res} .04220206 .00276558 .25373297 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5232242 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5968828 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0162403 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0839884 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6754658 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0418893 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0384158 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0032901 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1413769 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r8 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5390491 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6069671 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0181916 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0889557 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7086959 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0664967 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0428805 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0037335 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1549747 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r9 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5556914 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6170154 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0202113 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0940843 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7435754 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0924942 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0471662 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0042078 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1718012 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r10 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset}{res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 3{col 31} 1.85329{col 43} -57.26369{txt} {res}{col 56} 0.6359{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 3{col 13} 100.00000{col 25} 4{col 31} 1.94082{col 43} -53.78654{txt} {res}{col 56} 0.6365{txt}{col 65}{c |}{res}{col 67}Added lcp. 3{txt}{col 7}{c |}{res} 4{col 13} 80.00000{col 25} 5{col 31} 1.97831{col 43} -51.55918{txt} {res}{col 56} 0.6430{txt}{col 65}{c |}{res}{col 67}Added pgg45. 4{txt}{col 7}{c |}{res} 5{col 13} 60.00000{col 25} 4{col 31} 1.77651{col 43} -52.48240{txt} {res}{col 56} 0.6399{txt}{col 65}{c |}{res}{col 67}Removed lcp. 5{txt}{col 7}{c |}{res} 6{col 13} 30.00000{col 25} 5{col 31} 1.78588{col 43} -48.73497{txt} {res}{col 56} 0.6461{txt}{col 65}{c |}{res}{col 67}Added lbph. 6{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 7{col 31} 1.94236{col 43} -42.04472{txt} {res}{col 56} 0.6581{txt}{col 65}{c |}{res}{col 67}Added age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 7{txt}{col 7}{c |}{res} 8{col 13} 5.00000{col 25} 8{col 31} 2.22573{col 43} -38.55618{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2549167 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.0268516 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.1764878 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.9985955 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .5258519 .66176995 0 0 .6656665 0 {txt} gleason pgg45 _cons r1 {res} 0 0 -.77715676 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .5258519 .66176995 0 0 .6656665 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 -.77715676 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2841548 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.0949696 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.2352477 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.6992059 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .5258519 .66176995 0 0 .6656665 0 {txt} gleason pgg45 _cons r2 {res} 0 0 -.77715676 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .5258519 .66176995 0 0 .6656665 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 -.77715676 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3290858 0.5418601 {txt}{space 10}lweight {c |}{col 21}{res} 0.2051364 0.6589198 {txt}{space 14}svi {c |}{col 21}{res} 0.3213515 0.7099563 {txt}{space 14}lcp {c |}{col 21}{res} 0.0048328 -0.0300823 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.2209855 -0.8034092 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .54186011 .6589198 0 0 .70995629 -.03008229 {txt} gleason pgg45 _cons r3 {res} 0 0 -.80340922 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .54186011 .6589198 0 0 .70995629 -.03008229 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 -.80340922 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3616710 0.5414486 {txt}{space 10}lweight {c |}{col 21}{res} 0.2846361 0.6588810 {txt}{space 14}svi {c |}{col 21}{res} 0.3816404 0.6927932 {txt}{space 14}lcp {c |}{col 21}{res} 0.0055112 -0.0809111 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0001504 0.0042772 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.8718987 -0.9123991 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .54144863 .65888102 0 0 .69279316 -.08091111 {txt} gleason pgg45 _cons r4 {res} 0 .00427722 -.9123991 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .54144863 .65888102 0 0 .69279316 -.08091111 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00427722 -.9123991 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3958396 0.5067548 {txt}{space 10}lweight {c |}{col 21}{res} 0.3695804 0.6650921 {txt}{space 14}svi {c |}{col 21}{res} 0.4404819 0.6016864 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0008990 0.0029746 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.4855319 -0.8221054 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .50675482 .66509213 0 0 .60168637 0 {txt} gleason pgg45 _cons r5 {res} 0 .00297461 -.82210539 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .50675482 .66509213 0 0 .60168637 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00297461 -.82210539 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4499190 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4697457 0.5490809 {txt}{space 13}lbph {c |}{col 21}{res} 0.0265646 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.5369207 0.6496250 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017593 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0045115 -0.4136749 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .51257686 .54908093 0 .07215128 .64962503 0 {txt} gleason pgg45 _cons r6 {res} 0 .00244504 -.41367494 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .51257686 .54908093 0 .07215128 .64962503 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00244504 -.41367494 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4941626 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5622500 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0105501 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0683305 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6070730 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0210338 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0024411 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1048456 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons r7 {res} .04220206 .00276558 .25373297 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons lpsa {res} .04220206 .00276558 .25373297 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5200010 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5919121 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0154116 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0818367 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6610160 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0323945 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0339630 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0031094 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1503654 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r8 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5371588 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6039680 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0176960 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0876694 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7000514 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0608438 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0401782 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0036263 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1606338 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r9 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5550784 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6160094 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0200468 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0936574 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7407063 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0906286 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0462534 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0041726 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1737929 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r10 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset}{res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 2{col 31} 1.26230{col 43} -46.27481{txt} {res}{col 56} 0.5804{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}svi _cons. 2{txt}{col 7}{c |}{res} 3{col 13} 100.00000{col 25} 3{col 31} 1.85329{col 43} -55.70031{txt} {res}{col 56} 0.6359{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 3{txt}{col 7}{c |}{res} 5{col 13} 60.00000{col 25} 4{col 31} 1.77651{col 43} -51.96174{txt} {res}{col 56} 0.6399{txt}{col 65}{c |}{res}{col 67}Added pgg45. 4{txt}{col 7}{c |}{res} 6{col 13} 30.00000{col 25} 5{col 31} 1.78588{col 43} -48.32995{txt} {res}{col 56} 0.6461{txt}{col 65}{c |}{res}{col 67}Added lbph. 5{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 7{col 31} 1.94236{col 43} -41.78171{txt} {res}{col 56} 0.6581{txt}{col 65}{c |}{res}{col 67}Added age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 6{txt}{col 7}{c |}{res} 8{col 13} 5.00000{col 25} 8{col 31} 2.22573{col 43} -38.37225{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2374897 0.5925572 {txt}{space 14}svi {c |}{col 21}{res} 0.0672390 0.6697460 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.1432166 1.5334325 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .59255716 0 0 0 .66974596 0 {txt} gleason pgg45 _cons r1 {res} 0 0 1.5334325 {reset}{res} {txt}__000001[1,9] o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .59255716 0 0 0 .66974596 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5334325 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2757126 0.5925572 {txt}{space 14}svi {c |}{col 21}{res} 0.1416246 0.6697460 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.0755112 1.5334325 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .59255716 0 0 0 .66974596 0 {txt} gleason pgg45 _cons r2 {res} 0 0 1.5334325 {reset}{res} {txt}__000001[1,9] o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .59255716 0 0 0 .66974596 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5334325 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3273349 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.1253771 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.2532906 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.5266593 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .5258519 .66176995 0 0 .6656665 0 {txt} gleason pgg45 _cons r3 {res} 0 0 -.77715676 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .5258519 .66176995 0 0 .6656665 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 -.77715676 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3632987 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.2205992 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.3306765 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.1157987 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .5258519 .66176995 0 0 .6656665 0 {txt} gleason pgg45 _cons r4 {res} 0 0 -.77715676 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .5258519 .66176995 0 0 .6656665 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 -.77715676 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4001517 0.5067548 {txt}{space 10}lweight {c |}{col 21}{res} 0.3213520 0.6650921 {txt}{space 14}svi {c |}{col 21}{res} 0.4079072 0.6016864 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0001380 0.0029746 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.6803354 -0.8221054 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .50675482 .66509213 0 0 .60168637 0 {txt} gleason pgg45 _cons r5 {res} 0 .00297461 -.82210539 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .50675482 .66509213 0 0 .60168637 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00297461 -.82210539 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4528646 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4573361 0.5490809 {txt}{space 13}lbph {c |}{col 21}{res} 0.0183331 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.5151046 0.6496250 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0014040 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0597809 -0.4136749 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .51257686 .54908093 0 .07215128 .64962503 0 {txt} gleason pgg45 _cons r6 {res} 0 .00244504 -.41367494 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .51257686 .54908093 0 .07215128 .64962503 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00244504 -.41367494 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4956051 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5524971 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0091982 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0642069 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5993467 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0138383 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0023697 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1043694 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons r7 {res} .04220206 .00276558 .25373297 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons lpsa {res} .04220206 .00276558 .25373297 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5166849 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5869199 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0145717 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0796601 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6462742 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0226917 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0294938 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0029245 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1591518 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r8 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5352349 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6009610 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0171963 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0863740 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6913004 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0551154 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0374698 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0035177 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1662212 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r9 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5544616 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6150024 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0198818 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0932296 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7378252 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0887544 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0453399 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0041372 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1757769 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r10 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset}{res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 1{col 31} 0.71932{col 43} -40.07796{txt} {res}{col 56} 0.5394{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 2{col 13} 130.00000{col 25} 2{col 31} 1.26230{col 43} -45.59019{txt} {res}{col 56} 0.5804{txt}{col 65}{c |}{res}{col 67}Added svi. 3{txt}{col 7}{c |}{res} 3{col 13} 100.00000{col 25} 3{col 31} 1.85329{col 43} -55.13169{txt} {res}{col 56} 0.6359{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 4{txt}{col 7}{c |}{res} 6{col 13} 30.00000{col 25} 5{col 31} 1.78588{col 43} -47.90443{txt} {res}{col 56} 0.6461{txt}{col 65}{c |}{res}{col 67}Added lbph {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45. 5{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 7{col 31} 1.94236{col 43} -41.51191{txt} {res}{col 56} 0.6581{txt}{col 65}{c |}{res}{col 67}Added age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 6{txt}{col 7}{c |}{res} 8{col 13} 5.00000{col 25} 8{col 31} 2.22573{col 43} -38.18541{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2091987 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.1959666 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .71932039 0 0 0 0 0 {txt} gleason pgg45 _cons r1 {res} 0 0 1.5072975 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .71932039 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5072975 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2605663 0.5925572 {txt}{space 14}svi {c |}{col 21}{res} 0.0334028 0.6697460 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.1193883 1.5334325 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .59255716 0 0 0 .66974596 0 {txt} gleason pgg45 _cons r2 {res} 0 0 1.5334325 {reset}{res} {txt}__000001[1,9] o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .59255716 0 0 0 .66974596 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5334325 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3249644 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.0384537 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.1714581 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.8630157 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .5258519 .66176995 0 0 .6656665 0 {txt} gleason pgg45 _cons r3 {res} 0 0 -.77715676 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .5258519 .66176995 0 0 .6656665 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 -.77715676 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3627543 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.1518351 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.2642920 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.3804462 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .5258519 .66176995 0 0 .6656665 0 {txt} gleason pgg45 _cons r4 {res} 0 0 -.77715676 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .5258519 .66176995 0 0 .6656665 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 -.77715676 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4017014 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.2704236 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.3599900 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.8767984 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .5258519 .66176995 0 0 .6656665 0 {txt} gleason pgg45 _cons r5 {res} 0 0 -.77715676 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .5258519 .66176995 0 0 .6656665 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 -.77715676 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4561836 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4448450 0.5490809 {txt}{space 13}lbph {c |}{col 21}{res} 0.0098522 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.4923263 0.6496250 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0010389 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1153119 -0.4136749 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .51257686 .54908093 0 .07215128 .64962503 0 {txt} gleason pgg45 _cons r6 {res} 0 .00244504 -.41367494 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .51257686 .54908093 0 .07215128 .64962503 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00244504 -.41367494 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4971093 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5425838 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0078234 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0600208 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5914607 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0064666 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022998 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1041173 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons r7 {res} .04220206 .00276558 .25373297 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons lpsa {res} .04220206 .00276558 .25373297 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5132724 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5819068 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0137202 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0774577 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6312317 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0127740 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0250097 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0027354 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1677192 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r8 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5332765 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5979463 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0166925 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0850694 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6824412 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0493099 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0347555 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0034074 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1717330 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r9 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5538410 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6139945 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0197164 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0928007 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7349321 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0868718 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0444257 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0041017 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1777531 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r10 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset}{res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 1{col 31} 0.71932{col 43} -39.82930{txt} {res}{col 56} 0.5394{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 3{col 13} 100.00000{col 25} 2{col 31} 1.26230{col 43} -44.79587{txt} {res}{col 56} 0.5804{txt}{col 65}{c |}{res}{col 67}Added svi. 3{txt}{col 7}{c |}{res} 4{col 13} 80.00000{col 25} 3{col 31} 1.85329{col 43} -54.20250{txt} {res}{col 56} 0.6359{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 4{txt}{col 7}{c |}{res} 6{col 13} 30.00000{col 25} 5{col 31} 1.78588{col 43} -47.45659{txt} {res}{col 56} 0.6461{txt}{col 65}{c |}{res}{col 67}Added lbph {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45. 5{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 6{col 31} 1.89265{col 43} -45.55761{txt} {res}{col 56} 0.6578{txt}{col 65}{c |}{res}{col 67}Added age. 6{txt}{col 7}{c |}{res} 8{col 13} 5.00000{col 25} 8{col 31} 2.22573{col 43} -37.99556{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1660968 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.2541546 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .71932039 0 0 0 0 0 {txt} gleason pgg45 _cons r1 {res} 0 0 1.5072975 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .71932039 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5072975 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2311425 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.1663423 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .71932039 0 0 0 0 0 {txt} gleason pgg45 _cons r2 {res} 0 0 1.5072975 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .71932039 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5072975 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3197343 0.5925572 {txt}{space 14}svi {c |}{col 21}{res} 0.0788894 0.6697460 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.0296633 1.5334325 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .59255716 0 0 0 .66974596 0 {txt} gleason pgg45 _cons r3 {res} 0 0 1.5334325 {reset}{res} {txt}__000001[1,9] o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .59255716 0 0 0 .66974596 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5334325 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3638282 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.0775849 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.1913713 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.6642333 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .5258519 .66176995 0 0 .6656665 0 {txt} gleason pgg45 _cons r4 {res} 0 0 -.77715676 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .5258519 .66176995 0 0 .6656665 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 -.77715676 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4034879 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.2163874 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.3053574 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.0823086 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .5258519 .66176995 0 0 .6656665 0 {txt} gleason pgg45 _cons r5 {res} 0 0 -.77715676 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .5258519 .66176995 0 0 .6656665 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 -.77715676 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4599140 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4322772 0.5490809 {txt}{space 13}lbph {c |}{col 21}{res} 0.0011077 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.4684949 0.6496250 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0006637 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1710684 -0.4136749 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .51257686 .54908093 0 .07215128 .64962503 0 {txt} gleason pgg45 _cons r6 {res} 0 .00244504 -.41367494 {reset}{res} {txt}__000001[1,9] o. o. lcavol lweight age lbph svi lcp lpsa {res} .51257686 .54908093 0 .07215128 .64962503 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00244504 -.41367494 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4985532 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5326719 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0064321 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0557559 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5835750 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022121 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0972199 0.5214696 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .5234981 .61523487 -.01903435 .09549075 .63586426 0 {txt} gleason pgg45 _cons r7 {res} 0 .00352484 .52146955 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .5234981 .61523487 -.01903435 .09549075 .63586426 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00352484 .52146955 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5097596 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5768734 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0128569 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0752290 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6158792 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0026340 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0205120 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0025418 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1760495 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r8 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5312829 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5949240 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0161844 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0837554 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6734715 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0434256 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0320358 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0032957 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1771655 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r9 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5532167 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6129857 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0195505 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0923708 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7320269 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0849806 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0435108 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0040660 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1797211 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r10 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset}{res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 150.00000{col 25} 1{col 31} 0.71932{col 43} -39.54494{txt} {res}{col 56} 0.5394{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 4{col 13} 80.00000{col 25} 2{col 31} 1.26230{col 43} -44.16768{txt} {res}{col 56} 0.5804{txt}{col 65}{c |}{res}{col 67}Added svi. 3{txt}{col 7}{c |}{res} 5{col 13} 60.00000{col 25} 3{col 31} 1.85329{col 43} -53.41499{txt} {res}{col 56} 0.6359{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 4{txt}{col 7}{c |}{res} 6{col 13} 30.00000{col 25} 4{col 31} 1.77651{col 43} -49.73624{txt} {res}{col 56} 0.6399{txt}{col 65}{c |}{res}{col 67}Added pgg45. 5{txt}{col 7}{c |}{res} 7{col 13} 10.00000{col 25} 6{col 31} 1.89265{col 43} -45.35705{txt} {res}{col 56} 0.6578{txt}{col 65}{c |}{res}{col 67}Added age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph. 6{txt}{col 7}{c |}{res} 8{col 13} 5.00000{col 25} 7{col 31} 1.94236{col 43} -40.80538{txt} {res}{col 56} 0.6581{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 7{txt}{col 7}{c |}{res} 9{col 13} 3.00000{col 25} 8{col 31} 2.22573{col 43} -37.72454{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1168080 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.3206949 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r1 {res} .71932039 0 0 0 0 0 {txt} gleason pgg45 _cons r1 {res} 0 0 1.5072975 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .71932039 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5072975 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1920978 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.2190530 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r2 {res} .71932039 0 0 0 0 0 {txt} gleason pgg45 _cons r2 {res} 0 0 1.5072975 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .71932039 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5072975 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3078005 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.0628532 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r3 {res} .71932039 0 0 0 0 0 {txt} gleason pgg45 _cons r3 {res} 0 0 1.5072975 {reset}{res} {txt}__000001[1,9] o. o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .71932039 0 0 0 0 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5072975 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3667702 0.5925572 {txt}{space 14}svi {c |}{col 21}{res} 0.1104371 0.6697460 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.9593345 1.5334325 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r4 {res} .59255716 0 0 0 .66974596 0 {txt} gleason pgg45 _cons r4 {res} 0 0 1.5334325 {reset}{res} {txt}__000001[1,9] o. o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .59255716 0 0 0 .66974596 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 1.5334325 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4065927 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.1588047 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.2460381 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.2999237 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r5 {res} .5258519 .66176995 0 0 .6656665 0 {txt} gleason pgg45 _cons r5 {res} 0 0 -.77715676 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .5258519 .66176995 0 0 .6656665 0 {txt} o. o. gleason pgg45 _cons lpsa {res} 0 0 -.77715676 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4647115 0.5067548 {txt}{space 10}lweight {c |}{col 21}{res} 0.4071305 0.6650921 {txt}{space 14}svi {c |}{col 21}{res} 0.4486335 0.6016864 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0002217 0.0029746 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.2710372 -0.8221054 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r6 {res} .50675482 .66509213 0 0 .60168637 0 {txt} gleason pgg45 _cons r6 {res} 0 .00297461 -.82210539 {reset}{res} {txt}__000001[1,9] o. o. o. lcavol lweight age lbph svi lcp lpsa {res} .50675482 .66509213 0 0 .60168637 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00297461 -.82210539 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4992975 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5236155 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0050595 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0513361 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5765816 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0020069 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0483824 0.5214696 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r7 {res} .5234981 .61523487 -.01903435 .09549075 .63586426 0 {txt} gleason pgg45 _cons r7 {res} 0 .00352484 .52146955 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .5234981 .61523487 -.01903435 .09549075 .63586426 0 {txt} o. gleason pgg45 _cons lpsa {res} 0 .00352484 .52146955 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5094681 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5718488 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0121225 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0731007 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6088734 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0165361 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0024663 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1786606 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r8 {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons r8 {res} .04220206 .00276558 .25373297 {reset}{res} {txt}__000001[1,9] o. lcavol lweight age lbph svi lcp lpsa {res} .51862565 .62175742 -.01930454 .09492549 .6427775 0 {txt} gleason pgg45 _cons lpsa {res} .04220206 .00276558 .25373297 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5292532 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5918941 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0156721 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0824320 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6643895 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0374611 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0293108 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0031823 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1825146 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r9 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r9 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5525885 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6119761 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0193841 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0919399 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7291095 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0830807 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0425952 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0040301 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1816810 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp r10 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons r10 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons lpsa {res} .04922792 .00445751 .18156087 {reset}r; t=1.81 22:18:18 {com}. * . . . ******************************************************************************** . *** pre-estimation standardisation vs std on the fly *** . ******************************************************************************** . . // lasso . // standardisation using penalty loadings (default) . lasso2 $model, l(10) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5000819 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5144276 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0036627 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0468469 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5695171 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017981 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0014767 0.5214696 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:18 {com}. mat A = e(beta) {txt}r; t=0.00 22:18:18 {com}. // pre-estimation standardisation of data . lasso2 $model, l(10) prestd {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5000819 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5144276 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0036627 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0468469 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5695171 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017981 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0014767 0.5214696 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:18 {com}. mat B = e(beta) {txt}r; t=0.00 22:18:18 {com}. comparemat A B , tol(10e-6) {txt}mreldif=2.18252874506e-16. tolerance = .00001 {res} {txt}__000000[1,7] lcavol lweight age lbph svi pgg45 lpsa {res} .50008192 .5144276 -.00366265 .04684694 .56951709 .00179809 {txt} _cons lpsa {res} -.00147665 {reset}{res} {txt}__000001[1,7] lcavol lweight age lbph svi pgg45 lpsa {res} .50008192 .5144276 -.00366265 .04684694 .56951709 .00179809 {txt} _cons lpsa {res} -.00147665 {reset}r; t=0.00 22:18:18 {com}. . // lasso [nocons] . // standardisation using penalty loadings (default) . lasso2 $model, l(10) nocons {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5001030 0.5160584 {txt}{space 10}lweight {c |}{col 21}{res} 0.5142093 0.6923228 {txt}{space 14}age {c |}{col 21}{res} -0.0036739 -0.0150717 {txt}{space 13}lbph {c |}{col 21}{res} 0.0468951 0.0784921 {txt}{space 14}svi {c |}{col 21}{res} 0.5695416 0.6272147 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017982 0.0034776 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:18 {com}. mat A = e(beta) {txt}r; t=0.00 22:18:18 {com}. // pre-estimation standardisation of data . lasso2 $model, l(10) prestd nocons {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5001030 0.5160584 {txt}{space 10}lweight {c |}{col 21}{res} 0.5142093 0.6923228 {txt}{space 14}age {c |}{col 21}{res} -0.0036739 -0.0150717 {txt}{space 13}lbph {c |}{col 21}{res} 0.0468951 0.0784921 {txt}{space 14}svi {c |}{col 21}{res} 0.5695416 0.6272147 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017982 0.0034776 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:18 {com}. mat B = e(beta) {txt}r; t=0.00 22:18:18 {com}. comparemat A B , tol(10e-6) {txt}mreldif=1.06103244263e-15. tolerance = .00001 {res} {txt}__000000[1,6] lcavol lweight age lbph svi pgg45 lpsa {res} .50010299 .51420931 -.00367387 .04689508 .56954158 .00179822 {reset}{res} {txt}__000001[1,6] lcavol lweight age lbph svi pgg45 lpsa {res} .50010299 .51420931 -.00367387 .04689508 .56954158 .00179822 {reset}r; t=0.00 22:18:18 {com}. . // sqrt lasso . // standardisation using penalty loadings (default) . lasso2 $model, l(10) sqrt {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4923489 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4834171 0.5490809 {txt}{space 13}lbph {c |}{col 21}{res} 0.0308604 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.5422799 0.6496250 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0012605 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0918135 -0.4136749 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:18 {com}. mat A = e(beta) {txt}r; t=0.00 22:18:18 {com}. // pre-estimation standardisation of data . lasso2 $model, l(10) sqrt prestd {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4923489 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4834171 0.5490809 {txt}{space 13}lbph {c |}{col 21}{res} 0.0308604 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.5422799 0.6496250 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0012605 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0918135 -0.4136749 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:18 {com}. mat B = e(beta) {txt}r; t=0.00 22:18:18 {com}. comparemat A B , tol(10e-6) {txt}mreldif=3.37594188305e-12. tolerance = .00001 {res} {txt}__000000[1,6] lcavol lweight lbph svi pgg45 _cons lpsa {res} .49234893 .48341712 .03086044 .54227991 .00126054 -.09181347 {reset}{res} {txt}__000001[1,6] lcavol lweight lbph svi pgg45 _cons lpsa {res} .49234893 .48341712 .03086044 .54227991 .00126054 -.09181347 {reset}r; t=0.00 22:18:18 {com}. . // sqrt lasso [nocons] . // standardisation using penalty loadings (default) . lasso2 $model, l(10) sqrt nocons {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4937813 0.5191166 {txt}{space 10}lweight {c |}{col 21}{res} 0.4579070 0.4340615 {txt}{space 13}lbph {c |}{col 21}{res} 0.0342311 0.0875188 {txt}{space 14}svi {c |}{col 21}{res} 0.5454255 0.6642009 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0012099 0.0022203 {txt}{hline 18}{c BT}{hline 32} r; t=0.06 22:18:18 {com}. mat A = e(beta) {txt}r; t=0.00 22:18:18 {com}. // pre-estimation standardisation of data . lasso2 $model, l(10) sqrt prestd nocons {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4937813 0.5191166 {txt}{space 10}lweight {c |}{col 21}{res} 0.4579070 0.4340615 {txt}{space 13}lbph {c |}{col 21}{res} 0.0342311 0.0875188 {txt}{space 14}svi {c |}{col 21}{res} 0.5454255 0.6642009 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0012099 0.0022203 {txt}{hline 18}{c BT}{hline 32} r; t=0.06 22:18:18 {com}. mat B = e(beta) {txt}r; t=0.00 22:18:18 {com}. comparemat A B , tol(10e-6) {txt}mreldif=1.93614128357e-12. tolerance = .00001 {res} {txt}__000000[1,5] lcavol lweight lbph svi pgg45 lpsa {res} .4937813 .45790698 .03423105 .54542548 .00120989 {reset}{res} {txt}__000001[1,5] lcavol lweight lbph svi pgg45 lpsa {res} .4937813 .45790698 .03423105 .54542548 .00120989 {reset}r; t=0.00 22:18:18 {com}. . // elastic net . foreach lam of numlist 1 10 50 150 160 {c -(} {txt} 2{com}. foreach ai of numlist 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 {c -(} {txt} 3{com}. // in original units . // standardisation using penalty loadings (default) . lasso2 $model, l(`lam') alpha(`ai') {txt} 4{com}. mat A = e(beta) {txt} 5{com}. . // pre-estimation standardisation of data . lasso2 $model, l(`lam') prestd alpha(`ai') {txt} 6{com}. mat B = e(beta) {txt} 7{com}. comparemat A B , tol(10e-6) {txt} 8{com}. {c )-} {txt} 9{com}. {c )-} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5575084 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6200283 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0207021 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0953588 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7521117 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0980410 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0499000 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0043124 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1657807 0.1815609 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5575084 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6200283 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0207021 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0953588 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7521117 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0980410 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0499000 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0043124 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1657807 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=8.57108647517e-16. tolerance = .00001 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55750841 .62002831 -.02070213 .09535875 .75211166 -.09804101 {txt} gleason pgg45 _cons lpsa {res} .04990004 .00431238 .1657807 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55750841 .62002831 -.02070213 .09535875 .75211166 -.09804101 {txt} gleason pgg45 _cons lpsa {res} .04990004 .00431238 .1657807 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5569064 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6190249 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0205390 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0949349 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7492780 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0962004 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0489895 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0042777 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1677949 0.1815609 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5569064 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6190249 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0205390 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0949349 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7492780 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0962004 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0489895 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0042777 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1677949 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=2.16284326676e-15. tolerance = .00001 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55690642 .61902493 -.02053897 .09493493 .74927799 -.09620039 {txt} gleason pgg45 _cons lpsa {res} .04898951 .00427768 .16779492 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55690642 .61902493 -.02053897 .09493493 .74927799 -.09620039 {txt} gleason pgg45 _cons lpsa {res} .04898951 .00427768 .16779492 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5563008 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6180206 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0203754 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0945101 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7464326 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0943515 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0480782 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0042428 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1698018 0.1815609 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5563008 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6180206 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0203754 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0945101 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7464326 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0943515 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0480782 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0042428 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1698018 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=1.35242382490e-15. tolerance = .00001 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55630077 .61802064 -.02037536 .0945101 .74643258 -.09435148 {txt} gleason pgg45 _cons lpsa {res} .04807823 .00424281 .16980179 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55630077 .61802064 -.02037536 .0945101 .74643258 -.09435148 {txt} gleason pgg45 _cons lpsa {res} .04807823 .00424281 .16980179 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5556914 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6170154 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0202113 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0940843 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7435754 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0924942 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0471662 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0042078 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1718012 0.1815609 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5556914 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6170154 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0202113 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0940843 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7435754 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0924942 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0471662 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0042078 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1718012 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=2.06070375337e-15. tolerance = .00001 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55569144 .61701545 -.0202113 .09408428 .74357536 -.09249422 {txt} gleason pgg45 _cons lpsa {res} .0471662 .00420778 .17180117 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55569144 .61701545 -.0202113 .09408428 .74357536 -.09249422 {txt} gleason pgg45 _cons lpsa {res} .0471662 .00420778 .17180117 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5550784 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6160094 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0200468 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0936574 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7407063 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0906286 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0462534 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0041726 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1737929 0.1815609 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5550784 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6160094 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0200468 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0936574 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7407063 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0906286 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0462534 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0041726 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1737929 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=1.22959500099e-15. tolerance = .00001 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp lpsa {res} .5550784 .61600935 -.02004678 .09365744 .74070625 -.09062855 {txt} gleason pgg45 _cons lpsa {res} .04625343 .00417259 .17379294 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .5550784 .61600935 -.02004678 .09365744 .74070625 -.09062855 {txt} gleason pgg45 _cons lpsa {res} .04625343 .00417259 .17379294 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5544616 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6150024 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0198818 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0932296 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7378252 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0887544 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0453399 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0041372 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1757769 0.1815609 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5544616 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6150024 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0198818 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0932296 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7378252 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0887544 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0453399 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0041372 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1757769 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=1.88849258486e-15. tolerance = .00001 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55446161 .61500236 -.0198818 .09322959 .73782519 -.08875443 {txt} gleason pgg45 _cons lpsa {res} .04533994 .00413722 .17577695 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55446161 .61500236 -.0198818 .09322959 .73782519 -.08875443 {txt} gleason pgg45 _cons lpsa {res} .04533994 .00413722 .17577695 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5538410 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6139945 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0197164 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0928007 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7349321 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0868718 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0444257 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0041017 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1777531 0.1815609 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5538410 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6139945 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0197164 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0928007 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7349321 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0868718 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0444257 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0041017 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1777531 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=7.30563030719e-16. tolerance = .00001 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55384104 .61399448 -.01971636 .09280073 .7349321 -.08687178 {txt} gleason pgg45 _cons lpsa {res} .04442573 .00410169 .17775306 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55384104 .61399448 -.01971636 .09280073 .7349321 -.08687178 {txt} gleason pgg45 _cons lpsa {res} .04442573 .00410169 .17775306 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5532167 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6129857 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0195505 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0923708 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7320269 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0849806 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0435108 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0040660 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1797211 0.1815609 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5532167 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6129857 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0195505 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0923708 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7320269 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0849806 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0435108 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0040660 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1797211 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=1.17636172472e-15. tolerance = .00001 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55321667 .61298571 -.01955047 .09237083 .73202691 -.08498056 {txt} gleason pgg45 _cons lpsa {res} .04351083 .00406599 .17972113 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55321667 .61298571 -.01955047 .09237083 .73202691 -.08498056 {txt} gleason pgg45 _cons lpsa {res} .04351083 .00406599 .17972113 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5525885 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6119761 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0193841 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0919399 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7291095 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0830807 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0425952 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0040301 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1816810 0.1815609 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5525885 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6119761 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0193841 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0919399 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7291095 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0830807 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0425952 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0040301 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1816810 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=2.30184490043e-15. tolerance = .00001 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55258846 .61197606 -.0193841 .09193991 .72910953 -.08308071 {txt} gleason pgg45 _cons lpsa {res} .04259523 .00403012 .18168101 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .55258846 .61197606 -.0193841 .09193991 .72910953 -.08308071 {txt} gleason pgg45 _cons lpsa {res} .04259523 .00403012 .18168101 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5050524 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6005836 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0163864 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0846536 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6795890 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0390389 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0523956 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0033160 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0663339 0.1815609 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5050524 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6005836 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0163864 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0846536 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6795890 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0390389 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0523956 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0033160 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0663339 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=1.13226025287e-15. tolerance = .00001 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp lpsa {res} .50505243 .60058357 -.01638644 .08465363 .67958899 -.03903893 {txt} gleason pgg45 _cons lpsa {res} .05239562 .00331603 .06633394 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .50505243 .60058357 -.01638644 .08465363 .67958899 -.03903893 {txt} gleason pgg45 _cons lpsa {res} .05239562 .00331603 .06633394 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4992808 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5910221 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0148419 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0805928 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6536565 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0219747 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0439151 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0029901 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0844730 0.1815609 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4992808 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5910221 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0148419 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0805928 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6536565 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0219747 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0439151 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0029901 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0844730 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=2.26503417278e-15. tolerance = .00001 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp lpsa {res} .49928078 .59102213 -.01484186 .08059285 .6536565 -.0219747 {txt} gleason pgg45 _cons lpsa {res} .04391507 .00299006 .08447302 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .49928078 .59102213 -.01484186 .08059285 .6536565 -.0219747 {txt} gleason pgg45 _cons lpsa {res} .04391507 .00299006 .08447302 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4932148 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5813684 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0132588 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0764468 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6267666 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0042353 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0353515 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0026511 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1020996 0.1815609 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4932148 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5813684 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0132588 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0764468 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6267666 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0042353 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0353515 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0026511 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1020996 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=2.14066310586e-15. tolerance = .00001 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp lpsa {res} .49321477 .58136836 -.01325877 .0764468 .62676656 -.00423527 {txt} gleason pgg45 _cons lpsa {res} .03535148 .00265111 .10209959 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .49321477 .58136836 -.01325877 .0764468 .62676656 -.00423527 {txt} gleason pgg45 _cons lpsa {res} .03535148 .00265111 .10209959 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4927792 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5718474 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0118795 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0723928 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6146470 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0280621 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0025137 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1055094 0.2537330 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4927792 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5718474 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0118795 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0723928 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6146470 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0280621 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0025137 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1055094 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=1.49384236397e-15. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi gleason lpsa {res} .49277921 .57184739 -.01187945 .07239283 .61464704 .02806215 {txt} pgg45 _cons lpsa {res} .0025137 .10550938 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi gleason lpsa {res} .49277921 .57184739 -.01187945 .07239283 .61464704 .02806215 {txt} pgg45 _cons lpsa {res} .0025137 .10550938 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4941626 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5622500 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0105501 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0683305 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6070730 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0210338 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0024411 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1048456 0.2537330 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4941626 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5622500 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0105501 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0683305 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6070730 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0210338 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0024411 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1048456 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=3.76825160549e-15. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi gleason lpsa {res} .49416259 .56225004 -.01055008 .06833045 .60707302 .02103381 {txt} pgg45 _cons lpsa {res} .00244109 .10484564 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi gleason lpsa {res} .49416259 .56225004 -.01055008 .06833045 .60707302 .02103381 {txt} pgg45 _cons lpsa {res} .00244109 .10484564 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4956051 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5524971 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0091982 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0642069 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5993467 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0138383 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0023697 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1043694 0.2537330 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4956051 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5524971 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0091982 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0642069 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5993467 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0138383 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0023697 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1043694 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=1.64617946853e-15. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi gleason lpsa {res} .49560506 .5524971 -.00919825 .06420691 .59934666 .01383828 {txt} pgg45 _cons lpsa {res} .00236973 .10436938 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi gleason lpsa {res} .49560506 .5524971 -.00919825 .06420691 .59934666 .01383828 {txt} pgg45 _cons lpsa {res} .00236973 .10436938 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4971093 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5425838 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0078234 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0600208 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5914607 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0064666 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022998 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1041173 0.2537330 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4971093 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5425838 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0078234 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0600208 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5914607 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0064666 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022998 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1041173 0.2537330 {txt}{hline 18}{c BT}{hline 32} mreldif=7.91854823730e-16. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi gleason lpsa {res} .4971093 .5425838 -.0078234 .06002079 .59146069 .00646665 {txt} pgg45 _cons lpsa {res} .0022998 .10411733 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi gleason lpsa {res} .4971093 .5425838 -.0078234 .06002079 .59146069 .00646665 {txt} pgg45 _cons lpsa {res} .0022998 .10411733 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4985532 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5326719 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0064321 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0557559 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5835750 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022121 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0972199 0.5214696 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4985532 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5326719 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0064321 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0557559 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5835750 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022121 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0972199 0.5214696 {txt}{hline 18}{c BT}{hline 32} mreldif=6.19758718503e-16. tolerance = .00001 {res} {txt}__000000[1,7] lcavol lweight age lbph svi pgg45 lpsa {res} .4985532 .5326719 -.00643209 .05575592 .58357496 .00221212 {txt} _cons lpsa {res} .09721991 {reset}{res} {txt}__000001[1,7] lcavol lweight age lbph svi pgg45 lpsa {res} .4985532 .5326719 -.00643209 .05575592 .58357496 .00221212 {txt} _cons lpsa {res} .09721991 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4992975 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5236155 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0050595 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0513361 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5765816 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0020069 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0483824 0.5214696 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4992975 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5236155 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0050595 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0513361 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5765816 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0020069 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0483824 0.5214696 {txt}{hline 18}{c BT}{hline 32} mreldif=1.40839271056e-16. tolerance = .00001 {res} {txt}__000000[1,7] lcavol lweight age lbph svi pgg45 lpsa {res} .49929752 .52361547 -.00505955 .05133606 .57658161 .00200692 {txt} _cons lpsa {res} .0483824 {reset}{res} {txt}__000001[1,7] lcavol lweight age lbph svi pgg45 lpsa {res} .49929752 .52361547 -.00505955 .05133606 .57658161 .00200692 {txt} _cons lpsa {res} .0483824 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3929498 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5140716 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0052163 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0543877 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.5642286 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0258548 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0533416 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0023869 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.1258522 0.1815609 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3929498 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5140716 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0052163 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0543877 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.5642286 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0258548 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0533416 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0023869 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.1258522 0.1815609 {txt}{hline 18}{c BT}{hline 32} mreldif=1.23264735000e-15. tolerance = .00001 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp lpsa {res} .39294978 .51407159 -.00521634 .05438768 .5642286 .02585484 {txt} gleason pgg45 _cons lpsa {res} .05334158 .00238694 -.12585224 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp lpsa {res} .39294978 .51407159 -.00521634 .05438768 .5642286 .02585484 {txt} gleason pgg45 _cons lpsa {res} .05334158 .00238694 -.12585224 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3954770 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.4768243 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0376346 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.5418757 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0206265 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0301816 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0020595 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.1572859 -0.6442175 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3954770 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.4768243 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0376346 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.5418757 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0206265 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0301816 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0020595 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.1572859 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=3.35766697729e-16. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight lbph svi lcp gleason lpsa {res} .39547696 .47682429 .03763458 .54187569 .02062652 .03018157 {txt} pgg45 _cons lpsa {res} .00205949 -.15728588 {reset}{res} {txt}__000001[1,8] lcavol lweight lbph svi lcp gleason lpsa {res} .39547696 .47682429 .03763458 .54187569 .02062652 .03018157 {txt} pgg45 _cons lpsa {res} .00205949 -.15728588 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4020345 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.4555687 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0258024 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.5202679 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0120385 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0123741 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0019366 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0385640 -0.6442175 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4020345 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.4555687 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0258024 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.5202679 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0120385 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0123741 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0019366 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0385640 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=3.54105657032e-16. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight lbph svi lcp gleason lpsa {res} .40203449 .45556869 .02580237 .52026785 .01203846 .01237409 {txt} pgg45 _cons lpsa {res} .00193661 .03856397 {reset}{res} {txt}__000001[1,8] lcavol lweight lbph svi lcp gleason lpsa {res} .40203449 .45556869 .02580237 .52026785 .01203846 .01237409 {txt} pgg45 _cons lpsa {res} .00193661 .03856397 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4090691 0.5469201 {txt}{space 10}lweight {c |}{col 21}{res} 0.4344112 0.5434709 {txt}{space 13}lbph {c |}{col 21}{res} 0.0133167 0.0718135 {txt}{space 14}svi {c |}{col 21}{res} 0.4981474 0.7396583 {txt}{space 14}lcp {c |}{col 21}{res} 0.0024463 -0.0801571 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017425 0.0037380 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1984569 -0.5050395 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4090691 0.5469201 {txt}{space 10}lweight {c |}{col 21}{res} 0.4344112 0.5434709 {txt}{space 13}lbph {c |}{col 21}{res} 0.0133167 0.0718135 {txt}{space 14}svi {c |}{col 21}{res} 0.4981474 0.7396583 {txt}{space 14}lcp {c |}{col 21}{res} 0.0024463 -0.0801571 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017425 0.0037380 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1984569 -0.5050395 {txt}{hline 18}{c BT}{hline 32} mreldif=8.10579977631e-16. tolerance = .00001 {res} {txt}__000000[1,7] lcavol lweight lbph svi lcp pgg45 lpsa {res} .40906915 .43441123 .01331671 .49814739 .00244634 .00174253 {txt} _cons lpsa {res} .19845687 {reset}{res} {txt}__000001[1,7] lcavol lweight lbph svi lcp pgg45 lpsa {res} .40906915 .43441123 .01331671 .49814739 .00244634 .00174253 {txt} _cons lpsa {res} .19845687 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4126838 0.5067548 {txt}{space 10}lweight {c |}{col 21}{res} 0.4142979 0.6650921 {txt}{space 14}svi {c |}{col 21}{res} 0.4673642 0.6016864 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0012381 0.0029746 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.2864229 -0.8221054 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4126838 0.5067548 {txt}{space 10}lweight {c |}{col 21}{res} 0.4142979 0.6650921 {txt}{space 14}svi {c |}{col 21}{res} 0.4673642 0.6016864 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0012381 0.0029746 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.2864286 -0.8221054 {txt}{hline 18}{c BT}{hline 32} mreldif=4.44221616811e-06. tolerance = .00001 {res} {txt}__000000[1,5] lcavol lweight svi pgg45 _cons lpsa {res} .41268384 .41429785 .4673642 .00123808 .28642286 {reset}{res} {txt}__000001[1,5] lcavol lweight svi pgg45 _cons lpsa {res} .41268384 .41429785 .4673642 .00123808 .28642858 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4169250 0.5067548 {txt}{space 10}lweight {c |}{col 21}{res} 0.3741641 0.6650921 {txt}{space 14}svi {c |}{col 21}{res} 0.4397408 0.6016864 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0005924 0.0029746 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.4480694 -0.8221054 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4169250 0.5067548 {txt}{space 10}lweight {c |}{col 21}{res} 0.3741641 0.6650921 {txt}{space 14}svi {c |}{col 21}{res} 0.4397408 0.6016864 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0005924 0.0029746 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.4480694 -0.8221054 {txt}{hline 18}{c BT}{hline 32} mreldif=5.75018894008e-16. tolerance = .00001 {res} {txt}__000000[1,5] lcavol lweight svi pgg45 _cons lpsa {res} .41692501 .37416414 .43974084 .00059237 .44806941 {reset}{res} {txt}__000001[1,5] lcavol lweight svi pgg45 _cons lpsa {res} .41692501 .37416414 .43974084 .00059237 .44806941 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4216208 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.3317963 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.4089544 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.6165884 -0.7771568 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4216208 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.3317963 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.4089544 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.6165884 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=1.23618442499e-15. tolerance = .00001 {res} {txt}__000000[1,4] lcavol lweight svi _cons lpsa {res} .42162078 .33179632 .40895437 .61658843 {reset}{res} {txt}__000001[1,4] lcavol lweight svi _cons lpsa {res} .42162078 .33179632 .40895437 .61658843 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4235371 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.2875129 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.3634430 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.7845566 -0.7771568 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4235371 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.2875129 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.3634430 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.7845566 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=8.70979529614e-16. tolerance = .00001 {res} {txt}__000000[1,4] lcavol lweight svi _cons lpsa {res} .42353709 .28751286 .36344296 .78455656 {reset}{res} {txt}__000001[1,4] lcavol lweight svi _cons lpsa {res} .42353709 .28751286 .36344296 .78455656 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4264083 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.2407731 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.3146015 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.9608702 -0.7771568 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4264083 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.2407731 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.3146015 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.9608702 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=5.66188950534e-16. tolerance = .00001 {res} {txt}__000000[1,4] lcavol lweight svi _cons lpsa {res} .42640829 .24077311 .31460151 .96087017 {reset}{res} {txt}__000001[1,4] lcavol lweight svi _cons lpsa {res} .42640829 .24077311 .31460151 .96087017 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2672673 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.3713884 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0240021 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.4109869 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0632201 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0479261 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0019577 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.3184239 -0.6442175 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2672673 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.3713884 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0240021 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.4109869 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0632201 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0479261 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0019577 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.3184239 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=8.42083523218e-16. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight lbph svi lcp gleason lpsa {res} .26726726 .37138844 .02400208 .41098688 .06322008 .04792612 {txt} pgg45 _cons lpsa {res} .00195771 .31842388 {reset}{res} {txt}__000001[1,8] lcavol lweight lbph svi lcp gleason lpsa {res} .26726726 .37138844 .02400208 .41098688 .06322008 .04792612 {txt} pgg45 _cons lpsa {res} .00195771 .31842388 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2650913 0.5378499 {txt}{space 10}lweight {c |}{col 21}{res} 0.3138154 0.6620155 {txt}{space 14}svi {c |}{col 21}{res} 0.3583752 0.6991923 {txt}{space 14}lcp {c |}{col 21}{res} 0.0513694 -0.0813594 {txt}{space 10}gleason {c |}{col 21}{res} 0.0122505 0.0322875 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0013628 0.0036868 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.7973703 -1.1240093 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2650913 0.5378499 {txt}{space 10}lweight {c |}{col 21}{res} 0.3138154 0.6620155 {txt}{space 14}svi {c |}{col 21}{res} 0.3583752 0.6991923 {txt}{space 14}lcp {c |}{col 21}{res} 0.0513694 -0.0813594 {txt}{space 10}gleason {c |}{col 21}{res} 0.0122505 0.0322875 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0013628 0.0036868 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.7973703 -1.1240093 {txt}{hline 18}{c BT}{hline 32} mreldif=1.85307890891e-16. tolerance = .00001 {res} {txt}__000000[1,7] lcavol lweight svi lcp gleason pgg45 lpsa {res} .26509133 .31381541 .35837521 .05136945 .01225051 .00136282 {txt} _cons lpsa {res} .79737034 {reset}{res} {txt}__000001[1,7] lcavol lweight svi lcp gleason pgg45 lpsa {res} .26509133 .31381541 .35837521 .05136945 .01225051 .00136282 {txt} _cons lpsa {res} .79737034 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2629010 0.5414486 {txt}{space 10}lweight {c |}{col 21}{res} 0.2275776 0.6588810 {txt}{space 14}svi {c |}{col 21}{res} 0.3095110 0.6927932 {txt}{space 14}lcp {c |}{col 21}{res} 0.0379029 -0.0809111 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0003998 0.0042772 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.2276458 -0.9123991 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2629010 0.5414486 {txt}{space 10}lweight {c |}{col 21}{res} 0.2275776 0.6588810 {txt}{space 14}svi {c |}{col 21}{res} 0.3095110 0.6927932 {txt}{space 14}lcp {c |}{col 21}{res} 0.0379029 -0.0809111 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0003998 0.0042772 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.2276458 -0.9123991 {txt}{hline 18}{c BT}{hline 32} mreldif=9.96767993394e-17. tolerance = .00001 {res} {txt}__000000[1,6] lcavol lweight svi lcp pgg45 _cons lpsa {res} .26290098 .22757755 .30951102 .0379029 .00039978 1.2276458 {reset}{res} {txt}__000001[1,6] lcavol lweight svi lcp pgg45 _cons lpsa {res} .26290098 .22757755 .30951102 .0379029 .00039978 1.2276458 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2597063 0.5418601 {txt}{space 10}lweight {c |}{col 21}{res} 0.1326293 0.6589198 {txt}{space 14}svi {c |}{col 21}{res} 0.2509815 0.7099563 {txt}{space 14}lcp {c |}{col 21}{res} 0.0178939 -0.0300823 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.5953502 -0.8034092 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2597063 0.5418601 {txt}{space 10}lweight {c |}{col 21}{res} 0.1326293 0.6589198 {txt}{space 14}svi {c |}{col 21}{res} 0.2509815 0.7099563 {txt}{space 14}lcp {c |}{col 21}{res} 0.0178939 -0.0300823 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.5953502 -0.8034092 {txt}{hline 18}{c BT}{hline 32} mreldif=1.71109551745e-16. tolerance = .00001 {res} {txt}__000000[1,5] lcavol lweight svi lcp _cons lpsa {res} .25970625 .13262929 .25098155 .01789386 1.5953502 {reset}{res} {txt}__000001[1,5] lcavol lweight svi lcp _cons lpsa {res} .25970625 .13262929 .25098155 .01789386 1.5953502 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2549167 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.0268516 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.1764878 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.9985955 -0.7771568 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2549167 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.0268516 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.1764878 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.9985955 -0.7771568 {txt}{hline 18}{c BT}{hline 32} mreldif=8.84698587265e-17. tolerance = .00001 {res} {txt}__000000[1,4] lcavol lweight svi _cons lpsa {res} .25491669 .02685155 .17648776 1.9985955 {reset}{res} {txt}__000001[1,4] lcavol lweight svi _cons lpsa {res} .25491669 .02685155 .17648776 1.9985955 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2374897 0.5925572 {txt}{space 14}svi {c |}{col 21}{res} 0.0672390 0.6697460 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.1432166 1.5334325 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2374897 0.5925572 {txt}{space 14}svi {c |}{col 21}{res} 0.0672390 0.6697460 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.1432166 1.5334325 {txt}{hline 18}{c BT}{hline 32} mreldif=9.10241456688e-17. tolerance = .00001 {res} {txt}__000000[1,3] lcavol svi _cons lpsa {res} .23748972 .06723896 2.1432166 {reset}{res} {txt}__000001[1,3] lcavol svi _cons lpsa {res} .23748972 .06723896 2.1432166 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2091987 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.1959666 1.5072975 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2091987 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.1959666 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=0. tolerance = .00001 {res} {txt}__000000[1,2] lcavol _cons lpsa {res} .20919872 2.1959666 {reset}{res} {txt}__000001[1,2] lcavol _cons lpsa {res} .20919872 2.1959666 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1660968 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.2541546 1.5072975 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1660968 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.2541546 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=4.76042387846e-17. tolerance = .00001 {res} {txt}__000000[1,2] lcavol _cons lpsa {res} .16609682 2.2541546 {reset}{res} {txt}__000001[1,2] lcavol _cons lpsa {res} .16609682 2.2541546 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1168080 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.3206949 1.5072975 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1168080 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.3206949 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=6.21314830088e-17. tolerance = .00001 {res} {txt}__000000[1,2] lcavol _cons lpsa {res} .11680803 2.3206949 {reset}{res} {txt}__000001[1,2] lcavol _cons lpsa {res} .11680803 2.3206949 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2594444 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.3605270 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0221140 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.4003445 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0637568 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0472866 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0019345 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.3758745 -0.6442175 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2594444 0.5445621 {txt}{space 10}lweight {c |}{col 21}{res} 0.3605270 0.5462090 {txt}{space 13}lbph {c |}{col 21}{res} 0.0221140 0.0713692 {txt}{space 14}svi {c |}{col 21}{res} 0.4003445 0.7435010 {txt}{space 14}lcp {c |}{col 21}{res} 0.0637568 -0.0804513 {txt}{space 10}gleason {c |}{col 21}{res} 0.0472866 0.0208513 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0019345 0.0033600 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.3758745 -0.6442175 {txt}{hline 18}{c BT}{hline 32} mreldif=7.66575643207e-16. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight lbph svi lcp gleason lpsa {res} .25944441 .36052698 .02211401 .40034452 .06375676 .04728659 {txt} pgg45 _cons lpsa {res} .0019345 .37587449 {reset}{res} {txt}__000001[1,8] lcavol lweight lbph svi lcp gleason lpsa {res} .25944441 .36052698 .02211401 .40034452 .06375676 .04728659 {txt} pgg45 _cons lpsa {res} .0019345 .37587449 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2563975 0.5378499 {txt}{space 10}lweight {c |}{col 21}{res} 0.2969928 0.6620155 {txt}{space 14}svi {c |}{col 21}{res} 0.3459398 0.6991923 {txt}{space 14}lcp {c |}{col 21}{res} 0.0515258 -0.0813594 {txt}{space 10}gleason {c |}{col 21}{res} 0.0098303 0.0322875 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0012945 0.0036868 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.8908842 -1.1240093 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2563975 0.5378499 {txt}{space 10}lweight {c |}{col 21}{res} 0.2969928 0.6620155 {txt}{space 14}svi {c |}{col 21}{res} 0.3459398 0.6991923 {txt}{space 14}lcp {c |}{col 21}{res} 0.0515258 -0.0813594 {txt}{space 10}gleason {c |}{col 21}{res} 0.0098303 0.0322875 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0012945 0.0036868 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.8908842 -1.1240093 {txt}{hline 18}{c BT}{hline 32} mreldif=2.93572451516e-16. tolerance = .00001 {res} {txt}__000000[1,7] lcavol lweight svi lcp gleason pgg45 lpsa {res} .25639751 .2969928 .34593975 .0515258 .0098303 .0012945 {txt} _cons lpsa {res} .89088421 {reset}{res} {txt}__000001[1,7] lcavol lweight svi lcp gleason pgg45 lpsa {res} .25639751 .2969928 .34593975 .0515258 .0098303 .0012945 {txt} _cons lpsa {res} .89088421 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2529679 0.5414486 {txt}{space 10}lweight {c |}{col 21}{res} 0.2065323 0.6588810 {txt}{space 14}svi {c |}{col 21}{res} 0.2940864 0.6927932 {txt}{space 14}lcp {c |}{col 21}{res} 0.0373778 -0.0809111 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0002532 0.0042772 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.3242464 -0.9123991 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2529679 0.5414486 {txt}{space 10}lweight {c |}{col 21}{res} 0.2065323 0.6588810 {txt}{space 14}svi {c |}{col 21}{res} 0.2940864 0.6927932 {txt}{space 14}lcp {c |}{col 21}{res} 0.0373778 -0.0809111 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0002532 0.0042772 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.3242464 -0.9123991 {txt}{hline 18}{c BT}{hline 32} mreldif=1.28688046039e-16. tolerance = .00001 {res} {txt}__000000[1,6] lcavol lweight svi lcp pgg45 _cons lpsa {res} .25296787 .20653225 .29408643 .0373778 .00025322 1.3242464 {reset}{res} {txt}__000001[1,6] lcavol lweight svi lcp pgg45 _cons lpsa {res} .25296787 .20653225 .29408643 .0373778 .00025322 1.3242464 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2481833 0.5418601 {txt}{space 10}lweight {c |}{col 21}{res} 0.1063533 0.6589198 {txt}{space 14}svi {c |}{col 21}{res} 0.2303994 0.7099563 {txt}{space 14}lcp {c |}{col 21}{res} 0.0156260 -0.0300823 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.7103096 -0.8034092 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2481833 0.5418601 {txt}{space 10}lweight {c |}{col 21}{res} 0.1063533 0.6589198 {txt}{space 14}svi {c |}{col 21}{res} 0.2303994 0.7099563 {txt}{space 14}lcp {c |}{col 21}{res} 0.0156260 -0.0300823 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.7103096 -0.8034092 {txt}{hline 18}{c BT}{hline 32} mreldif=8.89471148450e-17. tolerance = .00001 {res} {txt}__000000[1,5] lcavol lweight svi lcp _cons lpsa {res} .24818329 .10635328 .23039944 .01562599 1.7103096 {reset}{res} {txt}__000001[1,5] lcavol lweight svi lcp _cons lpsa {res} .24818329 .10635328 .23039944 .01562599 1.7103096 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2405017 0.5925572 {txt}{space 14}svi {c |}{col 21}{res} 0.1476739 0.6697460 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.1217366 1.5334325 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2405017 0.5925572 {txt}{space 14}svi {c |}{col 21}{res} 0.1476739 0.6697460 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.1217366 1.5334325 {txt}{hline 18}{c BT}{hline 32} mreldif=1.42257105530e-16. tolerance = .00001 {res} {txt}__000000[1,3] lcavol svi _cons lpsa {res} .24050174 .14767395 2.1217366 {reset}{res} {txt}__000001[1,3] lcavol svi _cons lpsa {res} .24050174 .14767395 2.1217366 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2191472 0.5925572 {txt}{space 14}svi {c |}{col 21}{res} 0.0308890 0.6697460 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.1758487 1.5334325 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2191472 0.5925572 {txt}{space 14}svi {c |}{col 21}{res} 0.0308890 0.6697460 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.1758487 1.5334325 {txt}{hline 18}{c BT}{hline 32} mreldif=4.55327712814e-17. tolerance = .00001 {res} {txt}__000000[1,3] lcavol svi _cons lpsa {res} .21914721 .03088904 2.1758487 {reset}{res} {txt}__000001[1,3] lcavol svi _cons lpsa {res} .21914721 .03088904 2.1758487 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1819360 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.2327715 1.5072975 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1819360 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.2327715 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=4.69662909788e-17. tolerance = .00001 {res} {txt}__000000[1,2] lcavol _cons lpsa {res} .18193602 2.2327715 {reset}{res} {txt}__000001[1,2] lcavol _cons lpsa {res} .18193602 2.2327715 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1344374 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.2968951 1.5072975 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1344374 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.2968951 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=2.44663789308e-17. tolerance = .00001 {res} {txt}__000000[1,2] lcavol _cons lpsa {res} .13443741 2.2968951 {reset}{res} {txt}__000001[1,2] lcavol _cons lpsa {res} .13443741 2.2968951 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.0797009 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.3707899 1.5072975 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.0797009 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.3707899 1.5072975 {txt}{hline 18}{c BT}{hline 32} mreldif=1.15680266831e-16. tolerance = .00001 {res} {txt}__000000[1,2] lcavol _cons lpsa {res} .07970092 2.3707899 {reset}{res} {txt}__000001[1,2] lcavol _cons lpsa {res} .07970092 2.3707899 {reset}r; t=2.34 22:18:20 {com}. * . . // elastic net [nocons] . foreach lam of numlist 1 10 50 150 160 {c -(} {txt} 2{com}. foreach ai of numlist 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 {c -(} {txt} 3{com}. // in original units . // standardisation using penalty loadings (default) . lasso2 $model, l(`lam') alpha(`ai') nocons {txt} 4{com}. mat A = e(beta) {txt} 5{com}. . // pre-estimation standardisation of data . lasso2 $model, l(`lam') prestd alpha(`ai') nocons {txt} 6{com}. mat B = e(beta) {txt} 7{com}. comparemat A B , tol(10e-6) {txt} 8{com}. {c )-} {txt} 9{com}. {c )-} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5550395 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6331382 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0202450 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0927832 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7538166 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0985952 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0643990 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0040558 0.0041730 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5550395 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6331382 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0202450 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0927832 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7538166 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0985952 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0643990 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0040558 0.0041730 {txt}{hline 18}{c BT}{hline 32} mreldif=5.17614318907e-15. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp lpsa {res} .55503953 .63313824 -.02024505 .09278316 .75381656 -.09859522 {txt} gleason pgg45 lpsa {res} .06439902 .00405583 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp lpsa {res} .55503953 .63313824 -.02024505 .09278316 .75381656 -.09859522 {txt} gleason pgg45 lpsa {res} .06439902 .00405583 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5544044 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6322901 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0200767 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0923283 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7510088 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0967578 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0636721 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0040177 0.0041730 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5544044 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6322901 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0200767 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0923283 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7510088 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0967578 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0636721 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0040177 0.0041730 {txt}{hline 18}{c BT}{hline 32} mreldif=5.10122112189e-15. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp lpsa {res} .55440439 .63229009 -.02007669 .09232831 .75100881 -.09675784 {txt} gleason pgg45 lpsa {res} .06367214 .00401766 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp lpsa {res} .55440439 .63229009 -.02007669 .09232831 .75100881 -.09675784 {txt} gleason pgg45 lpsa {res} .06367214 .00401766 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5537656 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6314403 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0199079 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0918726 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7481894 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0949120 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0629441 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0039793 0.0041730 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5537656 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6314403 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0199079 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0918726 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7481894 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0949120 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0629441 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0039793 0.0041730 {txt}{hline 18}{c BT}{hline 32} mreldif=1.98451058934e-15. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp lpsa {res} .55376561 .63144034 -.01990791 .09187258 .74818938 -.09491205 {txt} gleason pgg45 lpsa {res} .06294406 .00397932 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp lpsa {res} .55376561 .63144034 -.01990791 .09187258 .74818938 -.09491205 {txt} gleason pgg45 lpsa {res} .06294406 .00397932 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5531232 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6305890 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0197387 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0914160 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7453582 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0930578 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0622148 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0039408 0.0041730 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5531232 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6305890 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0197387 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0914160 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7453582 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0930578 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0622148 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0039408 0.0041730 {txt}{hline 18}{c BT}{hline 32} mreldif=1.05172883609e-15. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp lpsa {res} .55312318 .63058897 -.01973871 .09141597 .7453582 -.09305778 {txt} gleason pgg45 lpsa {res} .06221478 .00394082 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp lpsa {res} .55312318 .63058897 -.01973871 .09141597 .7453582 -.09305778 {txt} gleason pgg45 lpsa {res} .06221478 .00394082 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5524771 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6297360 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0195691 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0909585 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7425152 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0911950 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0614843 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0039022 0.0041730 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5524771 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6297360 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0195691 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0909585 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7425152 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0911950 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0614843 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0039022 0.0041730 {txt}{hline 18}{c BT}{hline 32} mreldif=6.06293597643e-15. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp lpsa {res} .55247706 .62973598 -.01956908 .09095849 .74251518 -.09119497 {txt} gleason pgg45 lpsa {res} .06148431 .00390216 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp lpsa {res} .55247706 .62973598 -.01956908 .09095849 .74251518 -.09119497 {txt} gleason pgg45 lpsa {res} .06148431 .00390216 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5518272 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6288814 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0193990 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0905001 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7396603 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0893236 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0607526 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0038633 0.0041730 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5518272 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6288814 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0193990 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0905001 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7396603 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0893236 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0607526 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0038633 0.0041730 {txt}{hline 18}{c BT}{hline 32} mreldif=6.37140317061e-15. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp lpsa {res} .55182722 .62888137 -.01939903 .09050013 .73966027 -.08932358 {txt} gleason pgg45 lpsa {res} .06075263 .00386334 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp lpsa {res} .55182722 .62888137 -.01939903 .09050013 .73966027 -.08932358 {txt} gleason pgg45 lpsa {res} .06075263 .00386334 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5511736 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6280251 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0192285 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0900409 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7367934 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0874435 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0600197 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0038243 0.0041730 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5511736 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6280251 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0192285 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0900409 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7367934 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0874435 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0600197 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0038243 0.0041730 {txt}{hline 18}{c BT}{hline 32} mreldif=5.25097381988e-15. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp lpsa {res} .55117363 .62802512 -.01922855 .09004088 .73679338 -.08744353 {txt} gleason pgg45 lpsa {res} .06001975 .00382435 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp lpsa {res} .55117363 .62802512 -.01922855 .09004088 .73679338 -.08744353 {txt} gleason pgg45 lpsa {res} .06001975 .00382435 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5505163 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6271672 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0190576 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0895807 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7339144 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0855548 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0592857 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0037852 0.0041730 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5505163 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6271672 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0190576 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0895807 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7339144 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0855548 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0592857 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0037852 0.0041730 {txt}{hline 18}{c BT}{hline 32} mreldif=3.75267305389e-15. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp lpsa {res} .55051627 .62716723 -.01905763 .08958075 .73391443 -.08555478 {txt} gleason pgg45 lpsa {res} .05928567 .00378519 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp lpsa {res} .55051627 .62716723 -.01905763 .08958075 .73391443 -.08555478 {txt} gleason pgg45 lpsa {res} .05928567 .00378519 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5498551 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6263077 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0188863 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0891197 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7310234 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0836573 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0585504 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0037459 0.0041730 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5498551 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6263077 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0188863 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0891197 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7310234 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0836573 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0585504 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0037459 0.0041730 {txt}{hline 18}{c BT}{hline 32} mreldif=2.86457469513e-15. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp lpsa {res} .54985511 .6263077 -.01888628 .08911972 .73102336 -.08365726 {txt} gleason pgg45 lpsa {res} .05855038 .00374586 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp lpsa {res} .54985511 .6263077 -.01888628 .08911972 .73102336 -.08365726 {txt} gleason pgg45 lpsa {res} .05855038 .00374586 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5041520 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6059374 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0161929 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0836208 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.6801180 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0393512 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0579841 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0032233 0.0041730 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5041520 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6059374 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0161929 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0836208 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.6801180 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0393512 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0579841 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0032233 0.0041730 {txt}{hline 18}{c BT}{hline 32} mreldif=6.29104798553e-15. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp lpsa {res} .50415204 .60593744 -.0161929 .08362076 .68011798 -.03935125 {txt} gleason pgg45 lpsa {res} .05798412 .00322332 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp lpsa {res} .50415204 .60593744 -.0161929 .08362076 .68011798 -.03935125 {txt} gleason pgg45 lpsa {res} .05798412 .00322332 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4981220 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.5978256 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0145970 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0792772 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.6543525 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0223606 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0510620 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0028706 0.0041730 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4981220 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.5978256 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0145970 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0792772 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.6543525 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0223606 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0510620 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0028706 0.0041730 {txt}{hline 18}{c BT}{hline 32} mreldif=3.40468504770e-15. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp lpsa {res} .498122 .59782557 -.01459696 .07927718 .65435245 -.02236063 {txt} gleason pgg45 lpsa {res} .05106199 .0028706 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp lpsa {res} .498122 .59782557 -.01459696 .07927718 .65435245 -.02236063 {txt} gleason pgg45 lpsa {res} .05106199 .0028706 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4917990 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.5895732 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0129647 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0748564 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.6276353 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0046868 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0440273 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0025050 0.0041730 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4917990 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.5895732 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0129647 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0748564 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.6276353 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0046868 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0440273 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0025050 0.0041730 {txt}{hline 18}{c BT}{hline 32} mreldif=7.26378598624e-15. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp lpsa {res} .49179901 .58957319 -.01296471 .07485638 .62763527 -.00468675 {txt} gleason pgg45 lpsa {res} .04402727 .00250498 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp lpsa {res} .49179901 .58957319 -.01296471 .07485638 .62763527 -.00468675 {txt} gleason pgg45 lpsa {res} .04402727 .00250498 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4911048 0.5144497 {txt}{space 10}lweight {c |}{col 21}{res} 0.5803342 0.6418074 {txt}{space 14}age {c |}{col 21}{res} -0.0115686 -0.0185937 {txt}{space 13}lbph {c |}{col 21}{res} 0.0707368 0.0909654 {txt}{space 14}svi {c |}{col 21}{res} 0.6150759 0.6445656 {txt}{space 10}gleason {c |}{col 21}{res} 0.0370615 0.0644912 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0023534 0.0023544 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4911048 0.5144497 {txt}{space 10}lweight {c |}{col 21}{res} 0.5803342 0.6418074 {txt}{space 14}age {c |}{col 21}{res} -0.0115686 -0.0185937 {txt}{space 13}lbph {c |}{col 21}{res} 0.0707368 0.0909654 {txt}{space 14}svi {c |}{col 21}{res} 0.6150759 0.6445656 {txt}{space 10}gleason {c |}{col 21}{res} 0.0370615 0.0644912 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0023534 0.0023544 {txt}{hline 18}{c BT}{hline 32} mreldif=4.98792192268e-15. tolerance = .00001 {res} {txt}__000000[1,7] lcavol lweight age lbph svi gleason lpsa {res} .49110484 .58033417 -.01156861 .07073681 .61507589 .03706155 {txt} pgg45 lpsa {res} .00235337 {reset}{res} {txt}__000001[1,7] lcavol lweight age lbph svi gleason lpsa {res} .49110484 .58033417 -.01156861 .07073681 .61507589 .03706155 {txt} pgg45 lpsa {res} .00235337 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4924888 0.5144497 {txt}{space 10}lweight {c |}{col 21}{res} 0.5706613 0.6418074 {txt}{space 14}age {c |}{col 21}{res} -0.0102436 -0.0185937 {txt}{space 13}lbph {c |}{col 21}{res} 0.0666856 0.0909654 {txt}{space 14}svi {c |}{col 21}{res} 0.6075467 0.6445656 {txt}{space 10}gleason {c |}{col 21}{res} 0.0300181 0.0644912 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022801 0.0023544 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4924888 0.5144497 {txt}{space 10}lweight {c |}{col 21}{res} 0.5706613 0.6418074 {txt}{space 14}age {c |}{col 21}{res} -0.0102436 -0.0185937 {txt}{space 13}lbph {c |}{col 21}{res} 0.0666856 0.0909654 {txt}{space 14}svi {c |}{col 21}{res} 0.6075467 0.6445656 {txt}{space 10}gleason {c |}{col 21}{res} 0.0300181 0.0644912 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022801 0.0023544 {txt}{hline 18}{c BT}{hline 32} mreldif=4.66521467633e-15. tolerance = .00001 {res} {txt}__000000[1,7] lcavol lweight age lbph svi gleason lpsa {res} .49248883 .57066126 -.01024357 .0666856 .60754673 .03001805 {txt} pgg45 lpsa {res} .00228011 {reset}{res} {txt}__000001[1,7] lcavol lweight age lbph svi gleason lpsa {res} .49248883 .57066126 -.01024357 .0666856 .60754673 .03001805 {txt} pgg45 lpsa {res} .00228011 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4939289 0.5144497 {txt}{space 10}lweight {c |}{col 21}{res} 0.5608471 0.6418074 {txt}{space 14}age {c |}{col 21}{res} -0.0088956 -0.0185937 {txt}{space 13}lbph {c |}{col 21}{res} 0.0625706 0.0909654 {txt}{space 14}svi {c |}{col 21}{res} 0.5998673 0.6445656 {txt}{space 10}gleason {c |}{col 21}{res} 0.0228241 0.0644912 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022078 0.0023544 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4939289 0.5144497 {txt}{space 10}lweight {c |}{col 21}{res} 0.5608471 0.6418074 {txt}{space 14}age {c |}{col 21}{res} -0.0088956 -0.0185937 {txt}{space 13}lbph {c |}{col 21}{res} 0.0625706 0.0909654 {txt}{space 14}svi {c |}{col 21}{res} 0.5998673 0.6445656 {txt}{space 10}gleason {c |}{col 21}{res} 0.0228241 0.0644912 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022078 0.0023544 {txt}{hline 18}{c BT}{hline 32} mreldif=1.66209316405e-15. tolerance = .00001 {res} {txt}__000000[1,7] lcavol lweight age lbph svi gleason lpsa {res} .4939289 .56084709 -.00889555 .06257056 .59986726 .02282414 {txt} pgg45 lpsa {res} .00220781 {reset}{res} {txt}__000001[1,7] lcavol lweight age lbph svi gleason lpsa {res} .4939289 .56084709 -.00889555 .06257056 .59986726 .02282414 {txt} pgg45 lpsa {res} .00220781 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4954271 0.5144497 {txt}{space 10}lweight {c |}{col 21}{res} 0.5508897 0.6418074 {txt}{space 14}age {c |}{col 21}{res} -0.0075239 -0.0185937 {txt}{space 13}lbph {c |}{col 21}{res} 0.0583897 0.0909654 {txt}{space 14}svi {c |}{col 21}{res} 0.5920307 0.6445656 {txt}{space 10}gleason {c |}{col 21}{res} 0.0154743 0.0644912 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0021365 0.0023544 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4954271 0.5144497 {txt}{space 10}lweight {c |}{col 21}{res} 0.5508897 0.6418074 {txt}{space 14}age {c |}{col 21}{res} -0.0075239 -0.0185937 {txt}{space 13}lbph {c |}{col 21}{res} 0.0583897 0.0909654 {txt}{space 14}svi {c |}{col 21}{res} 0.5920307 0.6445656 {txt}{space 10}gleason {c |}{col 21}{res} 0.0154743 0.0644912 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0021365 0.0023544 {txt}{hline 18}{c BT}{hline 32} mreldif=5.08262044899e-15. tolerance = .00001 {res} {txt}__000000[1,7] lcavol lweight age lbph svi gleason lpsa {res} .49542706 .55088966 -.00752391 .05838973 .59203075 .01547434 {txt} pgg45 lpsa {res} .00213655 {reset}{res} {txt}__000001[1,7] lcavol lweight age lbph svi gleason lpsa {res} .49542706 .55088966 -.00752391 .05838973 .59203075 .01547434 {txt} pgg45 lpsa {res} .00213655 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4969854 0.5144497 {txt}{space 10}lweight {c |}{col 21}{res} 0.5407870 0.6418074 {txt}{space 14}age {c |}{col 21}{res} -0.0061280 -0.0185937 {txt}{space 13}lbph {c |}{col 21}{res} 0.0541410 0.0909654 {txt}{space 14}svi {c |}{col 21}{res} 0.5840300 0.6445656 {txt}{space 10}gleason {c |}{col 21}{res} 0.0079629 0.0644912 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0020664 0.0023544 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4969854 0.5144497 {txt}{space 10}lweight {c |}{col 21}{res} 0.5407870 0.6418074 {txt}{space 14}age {c |}{col 21}{res} -0.0061280 -0.0185937 {txt}{space 13}lbph {c |}{col 21}{res} 0.0541410 0.0909654 {txt}{space 14}svi {c |}{col 21}{res} 0.5840300 0.6445656 {txt}{space 10}gleason {c |}{col 21}{res} 0.0079629 0.0644912 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0020664 0.0023544 {txt}{hline 18}{c BT}{hline 32} mreldif=7.99816957342e-15. tolerance = .00001 {res} {txt}__000000[1,7] lcavol lweight age lbph svi gleason lpsa {res} .49698543 .54078698 -.00612798 .05414101 .58403003 .00796292 {txt} pgg45 lpsa {res} .00206642 {reset}{res} {txt}__000001[1,7] lcavol lweight age lbph svi gleason lpsa {res} .49698543 .54078698 -.00612798 .05414101 .58403003 .00796292 {txt} pgg45 lpsa {res} .00206642 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4986062 0.5144497 {txt}{space 10}lweight {c |}{col 21}{res} 0.5305372 0.6418074 {txt}{space 14}age {c |}{col 21}{res} -0.0047071 -0.0185937 {txt}{space 13}lbph {c |}{col 21}{res} 0.0498222 0.0909654 {txt}{space 14}svi {c |}{col 21}{res} 0.5758575 0.6445656 {txt}{space 10}gleason {c |}{col 21}{res} 0.0002838 0.0644912 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0019976 0.0023544 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4986062 0.5144497 {txt}{space 10}lweight {c |}{col 21}{res} 0.5305372 0.6418074 {txt}{space 14}age {c |}{col 21}{res} -0.0047071 -0.0185937 {txt}{space 13}lbph {c |}{col 21}{res} 0.0498222 0.0909654 {txt}{space 14}svi {c |}{col 21}{res} 0.5758575 0.6445656 {txt}{space 10}gleason {c |}{col 21}{res} 0.0002838 0.0644912 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0019976 0.0023544 {txt}{hline 18}{c BT}{hline 32} mreldif=7.47142724134e-15. tolerance = .00001 {res} {txt}__000000[1,7] lcavol lweight age lbph svi gleason lpsa {res} .49860624 .53053718 -.00470708 .04982223 .57585752 .0002838 {txt} pgg45 lpsa {res} .00199755 {reset}{res} {txt}__000001[1,7] lcavol lweight age lbph svi gleason lpsa {res} .49860624 .53053718 -.00470708 .04982223 .57585752 .0002838 {txt} pgg45 lpsa {res} .00199755 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3942337 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.5035060 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0056474 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0562343 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.5640494 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} 0.0267552 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0438311 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0025138 0.0041730 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3942337 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.5035060 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0056474 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0562343 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.5640494 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} 0.0267552 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0438311 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0025138 0.0041730 {txt}{hline 18}{c BT}{hline 32} mreldif=4.20900959156e-15. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp lpsa {res} .39423374 .50350602 -.0056474 .05623427 .56404936 .02675524 {txt} gleason pgg45 lpsa {res} .04383111 .00251383 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp lpsa {res} .39423374 .50350602 -.0056474 .05623427 .56404936 .02675524 {txt} gleason pgg45 lpsa {res} .04383111 .00251383 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3971217 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.4631788 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0004687 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0399387 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.5415176 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} 0.0217879 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0178421 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022246 0.0041730 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3971217 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.4631788 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0004687 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0399387 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.5415176 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} 0.0217879 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0178421 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022246 0.0041730 {txt}{hline 18}{c BT}{hline 32} mreldif=2.27632401210e-15. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp lpsa {res} .39712172 .46317882 -.00046871 .03993868 .54151763 .02178786 {txt} gleason pgg45 lpsa {res} .01784215 .00222462 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp lpsa {res} .39712172 .46317882 -.00046871 .03993868 .54151763 .02178786 {txt} gleason pgg45 lpsa {res} .01784215 .00222462 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4016414 0.5535850 {txt}{space 10}lweight {c |}{col 21}{res} 0.4597795 0.4823154 {txt}{space 13}lbph {c |}{col 21}{res} 0.0252892 0.0802044 {txt}{space 14}svi {c |}{col 21}{res} 0.5204513 0.7341959 {txt}{space 14}lcp {c |}{col 21}{res} 0.0116434 -0.0758011 {txt}{space 10}gleason {c |}{col 21}{res} 0.0160198 -0.0451293 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0018935 0.0043876 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4016414 0.5535850 {txt}{space 10}lweight {c |}{col 21}{res} 0.4597795 0.4823154 {txt}{space 13}lbph {c |}{col 21}{res} 0.0252892 0.0802044 {txt}{space 14}svi {c |}{col 21}{res} 0.5204513 0.7341959 {txt}{space 14}lcp {c |}{col 21}{res} 0.0116434 -0.0758011 {txt}{space 10}gleason {c |}{col 21}{res} 0.0160198 -0.0451293 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0018935 0.0043876 {txt}{hline 18}{c BT}{hline 32} mreldif=4.33508721472e-15. tolerance = .00001 {res} {txt}__000000[1,7] lcavol lweight lbph svi lcp gleason lpsa {res} .4016414 .45977945 .02528921 .52045133 .01164338 .01601981 {txt} pgg45 lpsa {res} .0018935 {reset}{res} {txt}__000001[1,7] lcavol lweight lbph svi lcp gleason lpsa {res} .4016414 .45977945 .02528921 .52045133 .01164338 .01601981 {txt} pgg45 lpsa {res} .0018935 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4071115 0.5535850 {txt}{space 10}lweight {c |}{col 21}{res} 0.4600408 0.4823154 {txt}{space 13}lbph {c |}{col 21}{res} 0.0101968 0.0802044 {txt}{space 14}svi {c |}{col 21}{res} 0.4988501 0.7341959 {txt}{space 14}lcp {c |}{col 21}{res} 0.0003073 -0.0758011 {txt}{space 10}gleason {c |}{col 21}{res} 0.0164744 -0.0451293 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0015576 0.0043876 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4071115 0.5535850 {txt}{space 10}lweight {c |}{col 21}{res} 0.4600408 0.4823154 {txt}{space 13}lbph {c |}{col 21}{res} 0.0101968 0.0802044 {txt}{space 14}svi {c |}{col 21}{res} 0.4988501 0.7341959 {txt}{space 14}lcp {c |}{col 21}{res} 0.0003073 -0.0758011 {txt}{space 10}gleason {c |}{col 21}{res} 0.0164744 -0.0451293 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0015576 0.0043876 {txt}{hline 18}{c BT}{hline 32} mreldif=4.06816921444e-15. tolerance = .00001 {res} {txt}__000000[1,7] lcavol lweight lbph svi lcp gleason lpsa {res} .40711146 .46004084 .01019684 .49885011 .00030725 .0164744 {txt} pgg45 lpsa {res} .00155759 {reset}{res} {txt}__000001[1,7] lcavol lweight lbph svi lcp gleason lpsa {res} .40711146 .46004084 .01019684 .49885011 .00030725 .0164744 {txt} pgg45 lpsa {res} .00155759 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4086004 0.5210401 {txt}{space 10}lweight {c |}{col 21}{res} 0.4582100 0.5807512 {txt}{space 14}svi {c |}{col 21}{res} 0.4668723 0.5901024 {txt}{space 10}gleason {c |}{col 21}{res} 0.0203103 -0.0836132 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0009605 0.0044279 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4086004 0.5210401 {txt}{space 10}lweight {c |}{col 21}{res} 0.4582100 0.5807512 {txt}{space 14}svi {c |}{col 21}{res} 0.4668723 0.5901024 {txt}{space 10}gleason {c |}{col 21}{res} 0.0203103 -0.0836132 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0009605 0.0044279 {txt}{hline 18}{c BT}{hline 32} mreldif=2.51248866942e-15. tolerance = .00001 {res} {txt}__000000[1,5] lcavol lweight svi gleason pgg45 lpsa {res} .40860044 .45820995 .46687234 .02031034 .00096046 {reset}{res} {txt}__000001[1,5] lcavol lweight svi gleason pgg45 lpsa {res} .40860044 .45820995 .46687234 .02031034 .00096046 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4103816 0.5210401 {txt}{space 10}lweight {c |}{col 21}{res} 0.4465932 0.5807512 {txt}{space 14}svi {c |}{col 21}{res} 0.4391273 0.5901024 {txt}{space 10}gleason {c |}{col 21}{res} 0.0296811 -0.0836132 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0001835 0.0044279 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4103816 0.5210401 {txt}{space 10}lweight {c |}{col 21}{res} 0.4465932 0.5807512 {txt}{space 14}svi {c |}{col 21}{res} 0.4391273 0.5901024 {txt}{space 10}gleason {c |}{col 21}{res} 0.0296811 -0.0836132 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0001835 0.0044279 {txt}{hline 18}{c BT}{hline 32} mreldif=2.49429136725e-15. tolerance = .00001 {res} {txt}__000000[1,5] lcavol lweight svi gleason pgg45 lpsa {res} .4103816 .44659316 .43912729 .02968112 .00018352 {reset}{res} {txt}__000001[1,5] lcavol lweight svi gleason pgg45 lpsa {res} .4103816 .44659316 .43912729 .02968112 .00018352 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4099223 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.4439178 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.3985377 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.0328883 -0.0313003 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4099223 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.4439178 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.3985377 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.0328883 -0.0313003 {txt}{hline 18}{c BT}{hline 32} mreldif=3.46003331961e-15. tolerance = .00001 {res} {txt}__000000[1,4] lcavol lweight svi gleason lpsa {res} .40992232 .44391777 .39853766 .03288827 {reset}{res} {txt}__000001[1,4] lcavol lweight svi gleason lpsa {res} .40992232 .44391777 .39853766 .03288827 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4090750 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.4440066 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.3518476 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.0341986 -0.0313003 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4090750 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.4440066 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.3518476 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.0341986 -0.0313003 {txt}{hline 18}{c BT}{hline 32} mreldif=3.65203271773e-15. tolerance = .00001 {res} {txt}__000000[1,4] lcavol lweight svi gleason lpsa {res} .40907503 .44400661 .35184755 .0341986 {reset}{res} {txt}__000001[1,4] lcavol lweight svi gleason lpsa {res} .40907503 .44400661 .35184755 .0341986 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4087493 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.4438953 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.3019873 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.0356159 -0.0313003 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4087493 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.4438953 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.3019873 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.0356159 -0.0313003 {txt}{hline 18}{c BT}{hline 32} mreldif=3.53697790421e-15. tolerance = .00001 {res} {txt}__000000[1,4] lcavol lweight svi gleason lpsa {res} .40874929 .44389534 .30198732 .03561586 {reset}{res} {txt}__000001[1,4] lcavol lweight svi gleason lpsa {res} .40874929 .44389534 .30198732 .03561586 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2653276 0.5535850 {txt}{space 10}lweight {c |}{col 21}{res} 0.4088173 0.4823154 {txt}{space 13}lbph {c |}{col 21}{res} 0.0207457 0.0802044 {txt}{space 14}svi {c |}{col 21}{res} 0.4097884 0.7341959 {txt}{space 14}lcp {c |}{col 21}{res} 0.0599232 -0.0758011 {txt}{space 10}gleason {c |}{col 21}{res} 0.0756782 -0.0451293 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017523 0.0043876 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2653276 0.5535850 {txt}{space 10}lweight {c |}{col 21}{res} 0.4088173 0.4823154 {txt}{space 13}lbph {c |}{col 21}{res} 0.0207457 0.0802044 {txt}{space 14}svi {c |}{col 21}{res} 0.4097884 0.7341959 {txt}{space 14}lcp {c |}{col 21}{res} 0.0599232 -0.0758011 {txt}{space 10}gleason {c |}{col 21}{res} 0.0756782 -0.0451293 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017523 0.0043876 {txt}{hline 18}{c BT}{hline 32} mreldif=2.04893846117e-15. tolerance = .00001 {res} {txt}__000000[1,7] lcavol lweight lbph svi lcp gleason lpsa {res} .26532759 .40881726 .02074575 .40978838 .05992318 .07567817 {txt} pgg45 lpsa {res} .00175228 {reset}{res} {txt}__000001[1,7] lcavol lweight lbph svi lcp gleason lpsa {res} .26532759 .40881726 .02074575 .40978838 .05992318 .07567817 {txt} pgg45 lpsa {res} .00175228 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2598807 0.5535944 {txt}{space 10}lweight {c |}{col 21}{res} 0.4026762 0.5667678 {txt}{space 14}svi {c |}{col 21}{res} 0.3583977 0.6707658 {txt}{space 14}lcp {c |}{col 21}{res} 0.0428370 -0.0726380 {txt}{space 10}gleason {c |}{col 21}{res} 0.0845143 -0.0918042 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0007692 0.0057395 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2598807 0.5535944 {txt}{space 10}lweight {c |}{col 21}{res} 0.4026762 0.5667678 {txt}{space 14}svi {c |}{col 21}{res} 0.3583977 0.6707658 {txt}{space 14}lcp {c |}{col 21}{res} 0.0428370 -0.0726380 {txt}{space 10}gleason {c |}{col 21}{res} 0.0845143 -0.0918042 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0007692 0.0057395 {txt}{hline 18}{c BT}{hline 32} mreldif=1.38513098233e-15. tolerance = .00001 {res} {txt}__000000[1,6] lcavol lweight svi lcp gleason pgg45 lpsa {res} .25988069 .40267622 .35839773 .04283702 .08451431 .00076919 {reset}{res} {txt}__000001[1,6] lcavol lweight svi lcp gleason pgg45 lpsa {res} .25988069 .40267622 .35839773 .04283702 .08451431 .00076919 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2544176 0.5489208 {txt}{space 10}lweight {c |}{col 21}{res} 0.3862462 0.4941034 {txt}{space 14}svi {c |}{col 21}{res} 0.3075309 0.6970833 {txt}{space 14}lcp {c |}{col 21}{res} 0.0218660 -0.0145714 {txt}{space 10}gleason {c |}{col 21}{res} 0.0975635 -0.0298350 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2544176 0.5489208 {txt}{space 10}lweight {c |}{col 21}{res} 0.3862462 0.4941034 {txt}{space 14}svi {c |}{col 21}{res} 0.3075309 0.6970833 {txt}{space 14}lcp {c |}{col 21}{res} 0.0218660 -0.0145714 {txt}{space 10}gleason {c |}{col 21}{res} 0.0975635 -0.0298350 {txt}{hline 18}{c BT}{hline 32} mreldif=1.92212268212e-15. tolerance = .00001 {res} {txt}__000000[1,5] lcavol lweight svi lcp gleason lpsa {res} .25441759 .3862462 .30753088 .021866 .09756347 {reset}{res} {txt}__000001[1,5] lcavol lweight svi lcp gleason lpsa {res} .25441759 .3862462 .30753088 .021866 .09756347 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2463585 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.3759489 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.2408201 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.1054567 -0.0313003 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2463585 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.3759489 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.2408201 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.1054567 -0.0313003 {txt}{hline 18}{c BT}{hline 32} mreldif=1.77513176262e-15. tolerance = .00001 {res} {txt}__000000[1,4] lcavol lweight svi gleason lpsa {res} .24635851 .37594893 .24082005 .10545672 {reset}{res} {txt}__000001[1,4] lcavol lweight svi gleason lpsa {res} .24635851 .37594893 .24082005 .10545672 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2293091 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.3729941 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.1406780 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.1127689 -0.0313003 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2293091 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.3729941 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.1406780 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.1127689 -0.0313003 {txt}{hline 18}{c BT}{hline 32} mreldif=1.01076823612e-15. tolerance = .00001 {res} {txt}__000000[1,4] lcavol lweight svi gleason lpsa {res} .22930909 .37299406 .14067804 .11276885 {reset}{res} {txt}__000001[1,4] lcavol lweight svi gleason lpsa {res} .22930909 .37299406 .14067804 .11276885 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2116613 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.3687679 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.0288918 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.1212816 -0.0313003 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2116613 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.3687679 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.0288918 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.1212816 -0.0313003 {txt}{hline 18}{c BT}{hline 32} mreldif=2.06833365771e-15. tolerance = .00001 {res} {txt}__000000[1,4] lcavol lweight svi gleason lpsa {res} .21166133 .3687679 .02889176 .12128162 {reset}{res} {txt}__000001[1,4] lcavol lweight svi gleason lpsa {res} .21166133 .3687679 .02889176 .12128162 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1792265 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.3664563 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.1290346 -0.0175614 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1792265 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.3664563 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.1290346 -0.0175614 {txt}{hline 18}{c BT}{hline 32} mreldif=1.94996003013e-15. tolerance = .00001 {res} {txt}__000000[1,3] lcavol lweight gleason lpsa {res} .17922646 .36645635 .12903462 {reset}{res} {txt}__000001[1,3] lcavol lweight gleason lpsa {res} .17922646 .36645635 .12903462 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1373977 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.3643042 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.1376707 -0.0175614 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1373977 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.3643042 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.1376707 -0.0175614 {txt}{hline 18}{c BT}{hline 32} mreldif=3.33643656938e-15. tolerance = .00001 {res} {txt}__000000[1,3] lcavol lweight gleason lpsa {res} .13739766 .36430419 .13767067 {reset}{res} {txt}__000001[1,3] lcavol lweight gleason lpsa {res} .13739766 .36430419 .13767067 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.0889099 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.3609259 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.1483410 -0.0175614 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.0889099 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.3609259 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.1483410 -0.0175614 {txt}{hline 18}{c BT}{hline 32} mreldif=3.14077253972e-15. tolerance = .00001 {res} {txt}__000000[1,3] lcavol lweight gleason lpsa {res} .08890986 .36092588 .14834096 {reset}{res} {txt}__000001[1,3] lcavol lweight gleason lpsa {res} .08890986 .36092588 .14834096 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2572413 0.5535850 {txt}{space 10}lweight {c |}{col 21}{res} 0.4048282 0.4823154 {txt}{space 13}lbph {c |}{col 21}{res} 0.0183599 0.0802044 {txt}{space 14}svi {c |}{col 21}{res} 0.3988306 0.7341959 {txt}{space 14}lcp {c |}{col 21}{res} 0.0598981 -0.0758011 {txt}{space 10}gleason {c |}{col 21}{res} 0.0799170 -0.0451293 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017007 0.0043876 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2572413 0.5535850 {txt}{space 10}lweight {c |}{col 21}{res} 0.4048282 0.4823154 {txt}{space 13}lbph {c |}{col 21}{res} 0.0183599 0.0802044 {txt}{space 14}svi {c |}{col 21}{res} 0.3988306 0.7341959 {txt}{space 14}lcp {c |}{col 21}{res} 0.0598981 -0.0758011 {txt}{space 10}gleason {c |}{col 21}{res} 0.0799170 -0.0451293 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017007 0.0043876 {txt}{hline 18}{c BT}{hline 32} mreldif=1.22495098155e-15. tolerance = .00001 {res} {txt}__000000[1,7] lcavol lweight lbph svi lcp gleason lpsa {res} .25724127 .4048282 .01835993 .39883057 .05989814 .07991701 {txt} pgg45 lpsa {res} .00170069 {reset}{res} {txt}__000001[1,7] lcavol lweight lbph svi lcp gleason lpsa {res} .25724127 .4048282 .01835993 .39883057 .05989814 .07991701 {txt} pgg45 lpsa {res} .00170069 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2507767 0.5535944 {txt}{space 10}lweight {c |}{col 21}{res} 0.3968287 0.5667678 {txt}{space 14}svi {c |}{col 21}{res} 0.3455199 0.6707658 {txt}{space 14}lcp {c |}{col 21}{res} 0.0420683 -0.0726380 {txt}{space 10}gleason {c |}{col 21}{res} 0.0901210 -0.0918042 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0006555 0.0057395 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2507767 0.5535944 {txt}{space 10}lweight {c |}{col 21}{res} 0.3968287 0.5667678 {txt}{space 14}svi {c |}{col 21}{res} 0.3455199 0.6707658 {txt}{space 14}lcp {c |}{col 21}{res} 0.0420683 -0.0726380 {txt}{space 10}gleason {c |}{col 21}{res} 0.0901210 -0.0918042 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0006555 0.0057395 {txt}{hline 18}{c BT}{hline 32} mreldif=6.35853480996e-16. tolerance = .00001 {res} {txt}__000000[1,6] lcavol lweight svi lcp gleason pgg45 lpsa {res} .25077673 .39682874 .34551986 .0420683 .09012098 .00065548 {reset}{res} {txt}__000001[1,6] lcavol lweight svi lcp gleason pgg45 lpsa {res} .25077673 .39682874 .34551986 .0420683 .09012098 .00065548 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2439408 0.5489208 {txt}{space 10}lweight {c |}{col 21}{res} 0.3810746 0.4941034 {txt}{space 14}svi {c |}{col 21}{res} 0.2902495 0.6970833 {txt}{space 14}lcp {c |}{col 21}{res} 0.0194914 -0.0145714 {txt}{space 10}gleason {c |}{col 21}{res} 0.1027015 -0.0298350 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2439408 0.5489208 {txt}{space 10}lweight {c |}{col 21}{res} 0.3810746 0.4941034 {txt}{space 14}svi {c |}{col 21}{res} 0.2902495 0.6970833 {txt}{space 14}lcp {c |}{col 21}{res} 0.0194914 -0.0145714 {txt}{space 10}gleason {c |}{col 21}{res} 0.1027015 -0.0298350 {txt}{hline 18}{c BT}{hline 32} mreldif=1.32640772625e-15. tolerance = .00001 {res} {txt}__000000[1,5] lcavol lweight svi lcp gleason lpsa {res} .24394083 .38107458 .29024953 .01949143 .1027015 {reset}{res} {txt}__000001[1,5] lcavol lweight svi lcp gleason lpsa {res} .24394083 .38107458 .29024953 .01949143 .1027015 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2333011 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.3715043 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.2158809 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.1109584 -0.0313003 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2333011 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.3715043 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.2158809 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.1109584 -0.0313003 {txt}{hline 18}{c BT}{hline 32} mreldif=1.05234080446e-15. tolerance = .00001 {res} {txt}__000000[1,4] lcavol lweight svi gleason lpsa {res} .2333011 .37150429 .21588085 .11095842 {reset}{res} {txt}__000001[1,4] lcavol lweight svi gleason lpsa {res} .2333011 .37150429 .21588085 .11095842 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2145055 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.3681368 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.1101472 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.1189633 -0.0313003 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2145055 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.3681368 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.1101472 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.1189633 -0.0313003 {txt}{hline 18}{c BT}{hline 32} mreldif=9.73782456729e-16. tolerance = .00001 {res} {txt}__000000[1,4] lcavol lweight svi gleason lpsa {res} .21450548 .36813682 .11014716 .11896328 {reset}{res} {txt}__000001[1,4] lcavol lweight svi gleason lpsa {res} .21450548 .36813682 .11014716 .11896328 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1937486 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.3636172 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.1281434 -0.0175614 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1937486 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.3636172 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.1281434 -0.0175614 {txt}{hline 18}{c BT}{hline 32} mreldif=2.44252492515e-15. tolerance = .00001 {res} {txt}__000000[1,3] lcavol lweight gleason lpsa {res} .19374858 .36361723 .12814344 {reset}{res} {txt}__000001[1,3] lcavol lweight gleason lpsa {res} .19374858 .36361723 .12814344 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1537930 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.3618203 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.1361247 -0.0175614 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1537930 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.3618203 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.1361247 -0.0175614 {txt}{hline 18}{c BT}{hline 32} mreldif=1.99736081584e-15. tolerance = .00001 {res} {txt}__000000[1,3] lcavol lweight gleason lpsa {res} .15379303 .36182025 .13612467 {reset}{res} {txt}__000001[1,3] lcavol lweight gleason lpsa {res} .15379303 .36182025 .13612467 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1076205 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.3590083 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.1459351 -0.0175614 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1076205 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.3590083 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.1459351 -0.0175614 {txt}{hline 18}{c BT}{hline 32} mreldif=1.06201697262e-15. tolerance = .00001 {res} {txt}__000000[1,3] lcavol lweight gleason lpsa {res} .10762048 .35900835 .1459351 {reset}{res} {txt}__000001[1,3] lcavol lweight gleason lpsa {res} .10762048 .35900835 .1459351 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.0536456 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.3546906 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.1581663 -0.0175614 {txt}{hline 18}{c BT}{hline 32} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.0536456 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.3546906 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.1581663 -0.0175614 {txt}{hline 18}{c BT}{hline 32} mreldif=3.11425179534e-15. tolerance = .00001 {res} {txt}__000000[1,3] lcavol lweight gleason lpsa {res} .05364565 .35469056 .15816625 {reset}{res} {txt}__000001[1,3] lcavol lweight gleason lpsa {res} .05364565 .35469056 .15816625 {reset}r; t=2.63 22:18:23 {com}. * . . ******************************************************************************** . *** verify ridge regression results *** . ******************************************************************************** . . lasso2 $model, l(150) alpha(0) unitload {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3413876 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.1295708 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0048340 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0876173 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.1114871 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.1046020 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0093952 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0066739 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.6157065 0.1815609 {txt}{hline 18}{c BT}{hline 32} r; t=0.01 22:18:23 {com}. mat A = e(beta) {txt}r; t=0.00 22:18:23 {com}. mat A = A[1,1..8] // excl intercept {txt}r; t=0.00 22:18:23 {com}. . estridge $model, l(150) {res} {txt}__000000[1,8] c1 c2 c3 c4 c5 c6 r1 {res} .34138756 .12957082 -.00483404 .08761725 .11148709 .10460204 {txt} c7 c8 r1 {res} .00939524 .00667394 {reset}r; t=0.04 22:18:23 {com}. mat B = r(bhat) {txt}r; t=0.00 22:18:23 {com}. . comparemat A B , tol(10e-6) {txt}mreldif=8.27667601929e-17. tolerance = .00001 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp lpsa {res} .34138756 .12957082 -.00483404 .08761725 .11148709 .10460204 {txt} gleason pgg45 lpsa {res} .00939524 .00667394 {reset}{res} {txt}__000001[1,8] c1 c2 c3 c4 c5 c6 r1 {res} .34138756 .12957082 -.00483404 .08761725 .11148709 .10460204 {txt} c7 c8 r1 {res} .00939524 .00667394 {reset}r; t=0.00 22:18:23 {com}. . . ******************************************************************************** . *** verify post-estimation OLS results *** . ******************************************************************************** . . * lasso . foreach i of numlist 0.5 1 4 10 15 50 150 {c -(} {txt} 2{com}. lasso2 $model, l(`i') ols {txt} 3{com}. mat A = e(b) {txt} 4{com}. reg lpsa `e(selected)' {txt} 5{com}. mat B = e(b) {txt} 6{com}. comparemat A B {txt} 7{com}. {c )-} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5581488 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6164927 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0202327 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0941102 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7439266 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0936115 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0454534 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0042258 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1825967 0.1815609 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(8, 88) = {res} 21.68 {txt} Model {c |} {res} 84.8592398 8 10.607405 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.0584188 88 .489300213 {txt}R-squared ={res} 0.6634 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6328 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .6995 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5643413{col 26}{space 2} .0878335{col 37}{space 1} 6.43{col 46}{space 3}0.000{col 54}{space 4} .3897908{col 67}{space 3} .7388918 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6220198{col 26}{space 2} .2008967{col 37}{space 1} 3.10{col 46}{space 3}0.003{col 54}{space 4} .2227799{col 67}{space 3} 1.02126 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0212482{col 26}{space 2} .0110841{col 37}{space 1} -1.92{col 46}{space 3}0.058{col 54}{space 4}-.0432755{col 67}{space 3} .0007791 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0967125{col 26}{space 2} .0579127{col 37}{space 1} 1.67{col 46}{space 3}0.098{col 54}{space 4}-.0183768{col 67}{space 3} .2118018 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .7616733{col 26}{space 2} .2411757{col 37}{space 1} 3.16{col 46}{space 3}0.002{col 54}{space 4} .2823873{col 67}{space 3} 1.240959 {txt}{space 9}lcp {c |}{col 14}{res}{space 2}-.1060509{col 26}{space 2} .089868{col 37}{space 1} -1.18{col 46}{space 3}0.241{col 54}{space 4}-.2846446{col 67}{space 3} .0725427 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0492279{col 26}{space 2} .1553407{col 37}{space 1} 0.32{col 46}{space 3}0.752{col 54}{space 4} -.259479{col 67}{space 3} .3579349 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0044575{col 26}{space 2} .0043653{col 37}{space 1} 1.02{col 46}{space 3}0.310{col 54}{space 4}-.0042177{col 67}{space 3} .0131327 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .1815609{col 26}{space 2} 1.320568{col 37}{space 1} 0.14{col 46}{space 3}0.891{col 54}{space 4}-2.442791{col 67}{space 3} 2.805913 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.50339849896e-15. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5519564 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6109655 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0192173 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0915080 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7261799 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0811722 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0416790 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0039941 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1836326 0.1815609 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(8, 88) = {res} 21.68 {txt} Model {c |} {res} 84.8592398 8 10.607405 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.0584188 88 .489300213 {txt}R-squared ={res} 0.6634 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6328 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .6995 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5643413{col 26}{space 2} .0878335{col 37}{space 1} 6.43{col 46}{space 3}0.000{col 54}{space 4} .3897908{col 67}{space 3} .7388918 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6220198{col 26}{space 2} .2008967{col 37}{space 1} 3.10{col 46}{space 3}0.003{col 54}{space 4} .2227799{col 67}{space 3} 1.02126 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0212482{col 26}{space 2} .0110841{col 37}{space 1} -1.92{col 46}{space 3}0.058{col 54}{space 4}-.0432755{col 67}{space 3} .0007791 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0967125{col 26}{space 2} .0579127{col 37}{space 1} 1.67{col 46}{space 3}0.098{col 54}{space 4}-.0183768{col 67}{space 3} .2118018 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .7616733{col 26}{space 2} .2411757{col 37}{space 1} 3.16{col 46}{space 3}0.002{col 54}{space 4} .2823873{col 67}{space 3} 1.240959 {txt}{space 9}lcp {c |}{col 14}{res}{space 2}-.1060509{col 26}{space 2} .089868{col 37}{space 1} -1.18{col 46}{space 3}0.241{col 54}{space 4}-.2846446{col 67}{space 3} .0725427 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0492279{col 26}{space 2} .1553407{col 37}{space 1} 0.32{col 46}{space 3}0.752{col 54}{space 4} -.259479{col 67}{space 3} .3579349 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0044575{col 26}{space 2} .0043653{col 37}{space 1} 1.02{col 46}{space 3}0.310{col 54}{space 4}-.0042177{col 67}{space 3} .0131327 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .1815609{col 26}{space 2} 1.320568{col 37}{space 1} 0.14{col 46}{space 3}0.891{col 54}{space 4}-2.442791{col 67}{space 3} 2.805913 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.50339849896e-15. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5148017 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5778027 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0131245 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0758942 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6196996 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0065358 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0190321 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0026038 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1898476 0.1815609 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(8, 88) = {res} 21.68 {txt} Model {c |} {res} 84.8592398 8 10.607405 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.0584188 88 .489300213 {txt}R-squared ={res} 0.6634 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6328 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .6995 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5643413{col 26}{space 2} .0878335{col 37}{space 1} 6.43{col 46}{space 3}0.000{col 54}{space 4} .3897908{col 67}{space 3} .7388918 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6220198{col 26}{space 2} .2008967{col 37}{space 1} 3.10{col 46}{space 3}0.003{col 54}{space 4} .2227799{col 67}{space 3} 1.02126 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0212482{col 26}{space 2} .0110841{col 37}{space 1} -1.92{col 46}{space 3}0.058{col 54}{space 4}-.0432755{col 67}{space 3} .0007791 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0967125{col 26}{space 2} .0579127{col 37}{space 1} 1.67{col 46}{space 3}0.098{col 54}{space 4}-.0183768{col 67}{space 3} .2118018 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .7616733{col 26}{space 2} .2411757{col 37}{space 1} 3.16{col 46}{space 3}0.002{col 54}{space 4} .2823873{col 67}{space 3} 1.240959 {txt}{space 9}lcp {c |}{col 14}{res}{space 2}-.1060509{col 26}{space 2} .089868{col 37}{space 1} -1.18{col 46}{space 3}0.241{col 54}{space 4}-.2846446{col 67}{space 3} .0725427 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0492279{col 26}{space 2} .1553407{col 37}{space 1} 0.32{col 46}{space 3}0.752{col 54}{space 4} -.259479{col 67}{space 3} .3579349 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0044575{col 26}{space 2} .0043653{col 37}{space 1} 1.02{col 46}{space 3}0.310{col 54}{space 4}-.0042177{col 67}{space 3} .0131327 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .1815609{col 26}{space 2} 1.320568{col 37}{space 1} 0.14{col 46}{space 3}0.891{col 54}{space 4}-2.442791{col 67}{space 3} 2.805913 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.50339849896e-15. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5000819 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5144276 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0036627 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0468469 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5695171 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017981 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0014767 0.5214696 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(6, 90) = {res} 28.83 {txt} Model {c |} {res} 84.1416846 6 14.0236141 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.775974 90 .486399711 {txt}R-squared ={res} 0.6578 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6350 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .69742 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5234981{col 26}{space 2} .0765365{col 37}{space 1} 6.84{col 46}{space 3}0.000{col 54}{space 4} .371445{col 67}{space 3} .6755512 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6152349{col 26}{space 2} .1988668{col 37}{space 1} 3.09{col 46}{space 3}0.003{col 54}{space 4} .2201512{col 67}{space 3} 1.010319 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0190343{col 26}{space 2} .0108835{col 37}{space 1} -1.75{col 46}{space 3}0.084{col 54}{space 4}-.0406563{col 67}{space 3} .0025876 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0954908{col 26}{space 2} .0576838{col 37}{space 1} 1.66{col 46}{space 3}0.101{col 54}{space 4}-.0191082{col 67}{space 3} .2100897 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .6358643{col 26}{space 2} .2169959{col 37}{space 1} 2.93{col 46}{space 3}0.004{col 54}{space 4} .2047641{col 67}{space 3} 1.066964 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0035248{col 26}{space 2} .0030243{col 37}{space 1} 1.17{col 46}{space 3}0.247{col 54}{space 4}-.0024836{col 67}{space 3} .0095332 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .5214696{col 26}{space 2} .875099{col 37}{space 1} 0.60{col 46}{space 3}0.553{col 54}{space 4}-1.217067{col 67}{space 3} 2.260006 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=2.48099495134e-15. tolerance = .01 {res} {txt}__000000[1,7] lcavol lweight age lbph svi pgg45 y1 {res} .5234981 .61523487 -.01903435 .09549075 .63586426 .00352484 {txt} _cons y1 {res} .52146955 {reset}{res} {txt}__000001[1,7] lcavol lweight age lbph svi pgg45 y1 {res} .5234981 .61523487 -.01903435 .09549075 .63586426 .00352484 {txt} _cons y1 {res} .52146955 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4906822 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4780066 0.5490809 {txt}{space 13}lbph {c |}{col 21}{res} 0.0274582 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.5334350 0.6496250 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0011629 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0652929 -0.4136749 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(5, 91) = {res} 33.23 {txt} Model {c |} {res} 82.6539214 5 16.5307843 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 45.2637372 91 .497403705 {txt}R-squared ={res} 0.6461 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6267 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .70527 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5125769{col 26}{space 2} .0771394{col 37}{space 1} 6.64{col 46}{space 3}0.000{col 54}{space 4} .3593489{col 67}{space 3} .6658048 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .5490809{col 26}{space 2} .1974325{col 37}{space 1} 2.78{col 46}{space 3}0.007{col 54}{space 4} .1569056{col 67}{space 3} .9412563 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0721513{col 26}{space 2} .0567501{col 37}{space 1} 1.27{col 46}{space 3}0.207{col 54}{space 4}-.0405759{col 67}{space 3} .1848785 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .649625{col 26}{space 2} .2192924{col 37}{space 1} 2.96{col 46}{space 3}0.004{col 54}{space 4} .2140275{col 67}{space 3} 1.085223 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .002445{col 26}{space 2} .002994{col 37}{space 1} 0.82{col 46}{space 3}0.416{col 54}{space 4}-.0035021{col 67}{space 3} .0083922 {txt}{space 7}_cons {c |}{col 14}{res}{space 2}-.4136749{col 26}{space 2} .7005378{col 37}{space 1} -0.59{col 46}{space 3}0.556{col 54}{space 4}-1.805207{col 67}{space 3} .9778574 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=2.82724321934e-15. tolerance = .01 {res} {txt}__000000[1,6] lcavol lweight lbph svi pgg45 _cons y1 {res} .51257686 .54908093 .07215128 .64962503 .00244504 -.41367494 {reset}{res} {txt}__000001[1,6] lcavol lweight lbph svi pgg45 _cons y1 {res} .51257686 .54908093 .07215128 .64962503 .00244504 -.41367494 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4304339 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.1913114 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.2619092 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.1463368 -0.7771568 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(3, 93) = {res} 54.15 {txt} Model {c |} {res} 81.3492223 3 27.1164074 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 46.5684363 93 .500735874 {txt}R-squared ={res} 0.6359 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6242 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .70763 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5258519{col 26}{space 2} .0748632{col 37}{space 1} 7.02{col 46}{space 3}0.000{col 54}{space 4} .3771884{col 67}{space 3} .6745154 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6617699{col 26}{space 2} .1756352{col 37}{space 1} 3.77{col 46}{space 3}0.000{col 54}{space 4} .3129933{col 67}{space 3} 1.010547 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .6656665{col 26}{space 2} .2070898{col 37}{space 1} 3.21{col 46}{space 3}0.002{col 54}{space 4} .2544271{col 67}{space 3} 1.076906 {txt}{space 7}_cons {c |}{col 14}{res}{space 2}-.7771568{col 26}{space 2} .6229995{col 37}{space 1} -1.25{col 46}{space 3}0.215{col 54}{space 4} -2.01431{col 67}{space 3} .4599967 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=6.66533800803e-16. tolerance = .01 {res} {txt}__000000[1,4] lcavol lweight svi _cons y1 {res} .5258519 .66176995 .6656665 -.77715676 {reset}{res} {txt}__000001[1,4] lcavol lweight svi _cons y1 {res} .5258519 .66176995 .6656665 -.77715676 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.0598973 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.3975250 1.5072975 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(1, 95) = {res} 111.27 {txt} Model {c |} {res} 69.0028752 1 69.0028752 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 58.9147834 95 .620155614 {txt}R-squared ={res} 0.5394 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.5346 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .7875 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .7193204{col 26}{space 2} .0681929{col 37}{space 1} 10.55{col 46}{space 3}0.000{col 54}{space 4} .5839404{col 67}{space 3} .8547004 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} 1.507297{col 26}{space 2} .1219369{col 37}{space 1} 12.36{col 46}{space 3}0.000{col 54}{space 4} 1.265222{col 67}{space 3} 1.749373 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=8.85593387286e-17. tolerance = .01 {res} {txt}__000000[1,2] lcavol _cons y1 {res} .71932039 1.5072975 {reset}{res} {txt}__000001[1,2] lcavol _cons y1 {res} .71932039 1.5072975 {reset}r; t=0.44 22:18:23 {com}. * . . * lasso (w/o constant) . foreach i of numlist 0.5 1 4 10 15 50 150 {c -(} {txt} 2{com}. lasso2 $model, l(`i') ols nocons {txt} 3{com}. mat A = e(b) {txt} 4{com}. reg lpsa `e(selected)', nocons {txt} 5{com}. mat B = e(b) {txt} 6{com}. comparemat A B {txt} 7{com}. {c )-} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5553982 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6308920 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0197328 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0912762 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7458558 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0941870 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0614974 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0039397 0.0041730 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(8, 89) = {res} 175.83 {txt} Model {c |} {res} 680.66294 8 85.0828675 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.0676679 89 .48390638 {txt}R-squared ={res} 0.9405 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.9351 {txt} Total {c |} {res} 723.730608 97 7.46114029 {txt}Root MSE = {res} .69563 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5616062{col 26}{space 2} .0850781{col 37}{space 1} 6.60{col 46}{space 3}0.000{col 54}{space 4} .3925578{col 67}{space 3} .7306547 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6363374{col 26}{space 2} .170849{col 37}{space 1} 3.72{col 46}{space 3}0.000{col 54}{space 4} .296864{col 67}{space 3} .9758108 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0207511{col 26}{space 2} .0104199{col 37}{space 1} -1.99{col 46}{space 3}0.049{col 54}{space 4}-.0414552{col 67}{space 3} -.000047 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0938945{col 26}{space 2} .053865{col 37}{space 1} 1.74{col 46}{space 3}0.085{col 54}{space 4} -.013134{col 67}{space 3} .2009231 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .7635916{col 26}{space 2} .239441{col 37}{space 1} 3.19{col 46}{space 3}0.002{col 54}{space 4} .2878274{col 67}{space 3} 1.239356 {txt}{space 9}lcp {c |}{col 14}{res}{space 2}-.1066232{col 26}{space 2} .0892754{col 37}{space 1} -1.19{col 46}{space 3}0.236{col 54}{space 4}-.2840114{col 67}{space 3} .0707651 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0651808{col 26}{space 2} .1027116{col 37}{space 1} 0.63{col 46}{space 3}0.527{col 54}{space 4}-.1389049{col 67}{space 3} .2692665 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .004173{col 26}{space 2} .0038226{col 37}{space 1} 1.09{col 46}{space 3}0.278{col 54}{space 4}-.0034224{col 67}{space 3} .0117685 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=2.30683369091e-14. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp y1 {res} .56160623 .63633742 -.02075109 .09389453 .76359163 -.10662316 {txt} gleason pgg45 y1 {res} .06518082 .00417304 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp y1 {res} .56160623 .63633742 -.02075109 .09389453 .76359163 -.10662316 {txt} gleason pgg45 y1 {res} .06518082 .00417304 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5491901 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.6254465 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0187145 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0886578 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.7281201 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0817509 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0578139 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0037064 0.0041730 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(8, 89) = {res} 175.83 {txt} Model {c |} {res} 680.66294 8 85.0828675 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.0676679 89 .48390638 {txt}R-squared ={res} 0.9405 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.9351 {txt} Total {c |} {res} 723.730608 97 7.46114029 {txt}Root MSE = {res} .69563 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5616062{col 26}{space 2} .0850781{col 37}{space 1} 6.60{col 46}{space 3}0.000{col 54}{space 4} .3925578{col 67}{space 3} .7306547 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6363374{col 26}{space 2} .170849{col 37}{space 1} 3.72{col 46}{space 3}0.000{col 54}{space 4} .296864{col 67}{space 3} .9758108 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0207511{col 26}{space 2} .0104199{col 37}{space 1} -1.99{col 46}{space 3}0.049{col 54}{space 4}-.0414552{col 67}{space 3} -.000047 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0938945{col 26}{space 2} .053865{col 37}{space 1} 1.74{col 46}{space 3}0.085{col 54}{space 4} -.013134{col 67}{space 3} .2009231 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .7635916{col 26}{space 2} .239441{col 37}{space 1} 3.19{col 46}{space 3}0.002{col 54}{space 4} .2878274{col 67}{space 3} 1.239356 {txt}{space 9}lcp {c |}{col 14}{res}{space 2}-.1066232{col 26}{space 2} .0892754{col 37}{space 1} -1.19{col 46}{space 3}0.236{col 54}{space 4}-.2840114{col 67}{space 3} .0707651 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0651808{col 26}{space 2} .1027116{col 37}{space 1} 0.63{col 46}{space 3}0.527{col 54}{space 4}-.1389049{col 67}{space 3} .2692665 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .004173{col 26}{space 2} .0038226{col 37}{space 1} 1.09{col 46}{space 3}0.278{col 54}{space 4}-.0034224{col 67}{space 3} .0117685 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=2.30683369091e-14. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp y1 {res} .56160623 .63633742 -.02075109 .09389453 .76359163 -.10662316 {txt} gleason pgg45 y1 {res} .06518082 .00417304 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp y1 {res} .56160623 .63633742 -.02075109 .09389453 .76359163 -.10662316 {txt} gleason pgg45 y1 {res} .06518082 .00417304 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5119418 0.5616062 {txt}{space 10}lweight {c |}{col 21}{res} 0.5927738 0.6363374 {txt}{space 14}age {c |}{col 21}{res} -0.0126047 -0.0207511 {txt}{space 13}lbph {c |}{col 21}{res} 0.0729476 0.0938945 {txt}{space 14}svi {c |}{col 21}{res} 0.6217054 0.7635916 {txt}{space 14}lcp {c |}{col 21}{res} -0.0071342 -0.1066232 {txt}{space 10}gleason {c |}{col 21}{res} 0.0357131 0.0651808 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0023063 0.0041730 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(8, 89) = {res} 175.83 {txt} Model {c |} {res} 680.66294 8 85.0828675 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.0676679 89 .48390638 {txt}R-squared ={res} 0.9405 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.9351 {txt} Total {c |} {res} 723.730608 97 7.46114029 {txt}Root MSE = {res} .69563 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5616062{col 26}{space 2} .0850781{col 37}{space 1} 6.60{col 46}{space 3}0.000{col 54}{space 4} .3925578{col 67}{space 3} .7306547 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6363374{col 26}{space 2} .170849{col 37}{space 1} 3.72{col 46}{space 3}0.000{col 54}{space 4} .296864{col 67}{space 3} .9758108 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0207511{col 26}{space 2} .0104199{col 37}{space 1} -1.99{col 46}{space 3}0.049{col 54}{space 4}-.0414552{col 67}{space 3} -.000047 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0938945{col 26}{space 2} .053865{col 37}{space 1} 1.74{col 46}{space 3}0.085{col 54}{space 4} -.013134{col 67}{space 3} .2009231 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .7635916{col 26}{space 2} .239441{col 37}{space 1} 3.19{col 46}{space 3}0.002{col 54}{space 4} .2878274{col 67}{space 3} 1.239356 {txt}{space 9}lcp {c |}{col 14}{res}{space 2}-.1066232{col 26}{space 2} .0892754{col 37}{space 1} -1.19{col 46}{space 3}0.236{col 54}{space 4}-.2840114{col 67}{space 3} .0707651 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0651808{col 26}{space 2} .1027116{col 37}{space 1} 0.63{col 46}{space 3}0.527{col 54}{space 4}-.1389049{col 67}{space 3} .2692665 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .004173{col 26}{space 2} .0038226{col 37}{space 1} 1.09{col 46}{space 3}0.278{col 54}{space 4}-.0034224{col 67}{space 3} .0117685 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=2.30683369091e-14. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi lcp y1 {res} .56160623 .63633742 -.02075109 .09389453 .76359163 -.10662316 {txt} gleason pgg45 y1 {res} .06518082 .00417304 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi lcp y1 {res} .56160623 .63633742 -.02075109 .09389453 .76359163 -.10662316 {txt} gleason pgg45 y1 {res} .06518082 .00417304 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5001030 0.5160584 {txt}{space 10}lweight {c |}{col 21}{res} 0.5142093 0.6923228 {txt}{space 14}age {c |}{col 21}{res} -0.0036739 -0.0150717 {txt}{space 13}lbph {c |}{col 21}{res} 0.0468951 0.0784921 {txt}{space 14}svi {c |}{col 21}{res} 0.5695416 0.6272147 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017982 0.0034776 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(6, 91) = {res} 234.59 {txt} Model {c |} {res} 679.781917 6 113.296986 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.9486917 91 .482952656 {txt}R-squared ={res} 0.9393 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.9353 {txt} Total {c |} {res} 723.730608 97 7.46114029 {txt}Root MSE = {res} .69495 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5160584{col 26}{space 2} .0752433{col 37}{space 1} 6.86{col 46}{space 3}0.000{col 54}{space 4} .3665968{col 67}{space 3} .6655199 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6923228{col 26}{space 2} .1505031{col 37}{space 1} 4.60{col 46}{space 3}0.000{col 54}{space 4} .3933668{col 67}{space 3} .9912788 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0150717{col 26}{space 2} .008585{col 37}{space 1} -1.76{col 46}{space 3}0.083{col 54}{space 4}-.0321247{col 67}{space 3} .0019814 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0784921{col 26}{space 2} .0499587{col 37}{space 1} 1.57{col 46}{space 3}0.120{col 54}{space 4}-.0207446{col 67}{space 3} .1777289 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .6272147{col 26}{space 2} .2157413{col 37}{space 1} 2.91{col 46}{space 3}0.005{col 54}{space 4} .1986711{col 67}{space 3} 1.055758 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0034776{col 26}{space 2} .0030126{col 37}{space 1} 1.15{col 46}{space 3}0.251{col 54}{space 4}-.0025065{col 67}{space 3} .0094617 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.75817384719e-14. tolerance = .01 {res} {txt}__000000[1,6] lcavol lweight age lbph svi pgg45 y1 {res} .51605835 .69232281 -.01507165 .07849212 .62721473 .00347759 {reset}{res} {txt}__000001[1,6] lcavol lweight age lbph svi pgg45 y1 {res} .51605835 .69232281 -.01507165 .07849212 .62721473 .00347759 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4917144 0.5191166 {txt}{space 10}lweight {c |}{col 21}{res} 0.4598523 0.4340615 {txt}{space 13}lbph {c |}{col 21}{res} 0.0298837 0.0875188 {txt}{space 14}svi {c |}{col 21}{res} 0.5357356 0.6642009 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0011275 0.0022203 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(5, 92) = {res} 274.68 {txt} Model {c |} {res} 678.293425 5 135.658685 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 45.4371832 92 .493882426 {txt}R-squared ={res} 0.9372 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.9338 {txt} Total {c |} {res} 723.730608 97 7.46114029 {txt}Root MSE = {res} .70277 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5191166{col 26}{space 2} .0760696{col 37}{space 1} 6.82{col 46}{space 3}0.000{col 54}{space 4} .3680358{col 67}{space 3} .6701973 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .4340615{col 26}{space 2} .0321415{col 37}{space 1} 13.50{col 46}{space 3}0.000{col 54}{space 4} .3702257{col 67}{space 3} .4978972 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0875188{col 26}{space 2} .0502525{col 37}{space 1} 1.74{col 46}{space 3}0.085{col 54}{space 4}-.0122871{col 67}{space 3} .1873247 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .6642009{col 26}{space 2} .2171262{col 37}{space 1} 3.06{col 46}{space 3}0.003{col 54}{space 4} .2329697{col 67}{space 3} 1.095432 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0022203{col 26}{space 2} .0029591{col 37}{space 1} 0.75{col 46}{space 3}0.455{col 54}{space 4}-.0036568{col 67}{space 3} .0080974 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.02316850267e-15. tolerance = .01 {res} {txt}__000000[1,5] lcavol lweight lbph svi pgg45 y1 {res} .51911658 .43406146 .08751881 .66420095 .00222029 {reset}{res} {txt}__000001[1,5] lcavol lweight lbph svi pgg45 y1 {res} .51911658 .43406146 .08751881 .66420095 .00222029 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4090696 0.5411928 {txt}{space 10}lweight {c |}{col 21}{res} 0.4435476 0.5016112 {txt}{space 14}svi {c |}{col 21}{res} 0.2485226 0.6758092 {txt}{space 10}gleason {c |}{col 21}{res} 0.0371485 -0.0313003 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(4, 93) = {res} 332.87 {txt} Model {c |} {res} 676.480849 4 169.120212 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 47.2497588 93 .508061923 {txt}R-squared ={res} 0.9347 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.9319 {txt} Total {c |} {res} 723.730608 97 7.46114029 {txt}Root MSE = {res} .71278 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5411928{col 26}{space 2} .0755522{col 37}{space 1} 7.16{col 46}{space 3}0.000{col 54}{space 4} .3911611{col 67}{space 3} .6912246 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .5016112{col 26}{space 2} .130243{col 37}{space 1} 3.85{col 46}{space 3}0.000{col 54}{space 4} .2429744{col 67}{space 3} .7602479 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .6758092{col 26}{space 2} .208936{col 37}{space 1} 3.23{col 46}{space 3}0.002{col 54}{space 4} .2609037{col 67}{space 3} 1.090715 {txt}{space 5}gleason {c |}{col 14}{res}{space 2}-.0313003{col 26}{space 2} .0713115{col 37}{space 1} -0.44{col 46}{space 3}0.662{col 54}{space 4}-.1729108{col 67}{space 3} .1103101 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.21254143090e-14. tolerance = .01 {res} {txt}__000000[1,4] lcavol lweight svi gleason y1 {res} .54119284 .50161117 .67580918 -.03130035 {reset}{res} {txt}__000001[1,4] lcavol lweight svi gleason y1 {res} .54119284 .50161117 .67580918 -.03130035 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.0320208 0.6669792 {txt}{space 10}lweight {c |}{col 21}{res} 0.3557261 0.4700476 {txt}{space 10}gleason {c |}{col 21}{res} 0.1617255 -0.0175614 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(3, 94) = {res} 400.07 {txt} Model {c |} {res} 671.165421 3 223.721807 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 52.5651874 94 .559204121 {txt}R-squared ={res} 0.9274 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.9251 {txt} Total {c |} {res} 723.730608 97 7.46114029 {txt}Root MSE = {res} .7478 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .6669792{col 26}{space 2} .0679571{col 37}{space 1} 9.81{col 46}{space 3}0.000{col 54}{space 4} .5320487{col 67}{space 3} .8019097 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .4700476{col 26}{space 2} .136257{col 37}{space 1} 3.45{col 46}{space 3}0.001{col 54}{space 4} .1995061{col 67}{space 3} .740589 {txt}{space 5}gleason {c |}{col 14}{res}{space 2}-.0175614{col 26}{space 2} .0746818{col 37}{space 1} -0.24{col 46}{space 3}0.815{col 54}{space 4}-.1658438{col 67}{space 3} .130721 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.17438157933e-14. tolerance = .01 {res} {txt}__000000[1,3] lcavol lweight gleason y1 {res} .66697918 .47004758 -.01756143 {reset}{res} {txt}__000001[1,3] lcavol lweight gleason y1 {res} .66697918 .47004758 -.01756143 {reset}r; t=0.28 22:18:24 {com}. * . . * sqrt lasso . foreach i of numlist 0.5 1 4 10 15 50 150 {c -(} {txt} 2{com}. lasso2 $model, l(`i') ols sqrt {txt} 3{com}. mat A = e(b) {txt} 4{com}. reg lpsa `e(selected)' {txt} 5{com}. mat B = e(b) {txt} 6{com}. comparemat A B {txt} 7{com}. {c )-} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5560874 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6146527 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0198947 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0932440 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7380188 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0894705 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0441969 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0041487 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1829415 0.1815609 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(8, 88) = {res} 21.68 {txt} Model {c |} {res} 84.8592398 8 10.607405 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.0584188 88 .489300213 {txt}R-squared ={res} 0.6634 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6328 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .6995 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5643413{col 26}{space 2} .0878335{col 37}{space 1} 6.43{col 46}{space 3}0.000{col 54}{space 4} .3897908{col 67}{space 3} .7388918 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6220198{col 26}{space 2} .2008967{col 37}{space 1} 3.10{col 46}{space 3}0.003{col 54}{space 4} .2227799{col 67}{space 3} 1.02126 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0212482{col 26}{space 2} .0110841{col 37}{space 1} -1.92{col 46}{space 3}0.058{col 54}{space 4}-.0432755{col 67}{space 3} .0007791 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0967125{col 26}{space 2} .0579127{col 37}{space 1} 1.67{col 46}{space 3}0.098{col 54}{space 4}-.0183768{col 67}{space 3} .2118018 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .7616733{col 26}{space 2} .2411757{col 37}{space 1} 3.16{col 46}{space 3}0.002{col 54}{space 4} .2823873{col 67}{space 3} 1.240959 {txt}{space 9}lcp {c |}{col 14}{res}{space 2}-.1060509{col 26}{space 2} .089868{col 37}{space 1} -1.18{col 46}{space 3}0.241{col 54}{space 4}-.2846446{col 67}{space 3} .0725427 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0492279{col 26}{space 2} .1553407{col 37}{space 1} 0.32{col 46}{space 3}0.752{col 54}{space 4} -.259479{col 67}{space 3} .3579349 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0044575{col 26}{space 2} .0043653{col 37}{space 1} 1.02{col 46}{space 3}0.310{col 54}{space 4}-.0042177{col 67}{space 3} .0131327 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .1815609{col 26}{space 2} 1.320568{col 37}{space 1} 0.14{col 46}{space 3}0.891{col 54}{space 4}-2.442791{col 67}{space 3} 2.805913 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.50339849896e-15. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5478195 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6072731 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0185389 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0897695 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7143242 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0728620 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0391574 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0038393 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1843246 0.1815609 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(8, 88) = {res} 21.68 {txt} Model {c |} {res} 84.8592398 8 10.607405 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.0584188 88 .489300213 {txt}R-squared ={res} 0.6634 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6328 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .6995 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5643413{col 26}{space 2} .0878335{col 37}{space 1} 6.43{col 46}{space 3}0.000{col 54}{space 4} .3897908{col 67}{space 3} .7388918 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6220198{col 26}{space 2} .2008967{col 37}{space 1} 3.10{col 46}{space 3}0.003{col 54}{space 4} .2227799{col 67}{space 3} 1.02126 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0212482{col 26}{space 2} .0110841{col 37}{space 1} -1.92{col 46}{space 3}0.058{col 54}{space 4}-.0432755{col 67}{space 3} .0007791 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0967125{col 26}{space 2} .0579127{col 37}{space 1} 1.67{col 46}{space 3}0.098{col 54}{space 4}-.0183768{col 67}{space 3} .2118018 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .7616733{col 26}{space 2} .2411757{col 37}{space 1} 3.16{col 46}{space 3}0.002{col 54}{space 4} .2823873{col 67}{space 3} 1.240959 {txt}{space 9}lcp {c |}{col 14}{res}{space 2}-.1060509{col 26}{space 2} .089868{col 37}{space 1} -1.18{col 46}{space 3}0.241{col 54}{space 4}-.2846446{col 67}{space 3} .0725427 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0492279{col 26}{space 2} .1553407{col 37}{space 1} 0.32{col 46}{space 3}0.752{col 54}{space 4} -.259479{col 67}{space 3} .3579349 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0044575{col 26}{space 2} .0043653{col 37}{space 1} 1.02{col 46}{space 3}0.310{col 54}{space 4}-.0042177{col 67}{space 3} .0131327 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .1815609{col 26}{space 2} 1.320568{col 37}{space 1} 0.14{col 46}{space 3}0.891{col 54}{space 4}-2.442791{col 67}{space 3} 2.805913 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.50339849896e-15. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5096550 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5623653 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0107953 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0690709 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6017085 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0103212 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0024062 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1734499 0.2537330 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(7, 89) = {res} 24.47 {txt} Model {c |} {res} 84.1778515 7 12.0254074 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.7398071 89 .491458507 {txt}R-squared ={res} 0.6581 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6312 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .70104 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5186256{col 26}{space 2} .0790023{col 37}{space 1} 6.56{col 46}{space 3}0.000{col 54}{space 4} .3616497{col 67}{space 3} .6756016 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6217574{col 26}{space 2} .2013391{col 37}{space 1} 3.09{col 46}{space 3}0.003{col 54}{space 4} .2217009{col 67}{space 3} 1.021814 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0193045{col 26}{space 2} .0109852{col 37}{space 1} -1.76{col 46}{space 3}0.082{col 54}{space 4}-.0411319{col 67}{space 3} .0025228 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0949255{col 26}{space 2} .0580204{col 37}{space 1} 1.64{col 46}{space 3}0.105{col 54}{space 4}-.0203599{col 67}{space 3} .2102108 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .6427775{col 26}{space 2} .2196051{col 37}{space 1} 2.93{col 46}{space 3}0.004{col 54}{space 4} .2064269{col 67}{space 3} 1.079128 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0422021{col 26}{space 2} .1555685{col 37}{space 1} 0.27{col 46}{space 3}0.787{col 54}{space 4}-.2669092{col 67}{space 3} .3513134 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0027656{col 26}{space 2} .0041322{col 37}{space 1} 0.67{col 46}{space 3}0.505{col 54}{space 4}-.0054451{col 67}{space 3} .0109763 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .253733{col 26}{space 2} 1.322057{col 37}{space 1} 0.19{col 46}{space 3}0.848{col 54}{space 4}-2.373167{col 67}{space 3} 2.880633 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.41685421082e-15. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi gleason y1 {res} .51862565 .62175742 -.01930454 .09492549 .6427775 .04220206 {txt} pgg45 _cons y1 {res} .00276558 .25373297 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi gleason y1 {res} .51862565 .62175742 -.01930454 .09492549 .6427775 .04220206 {txt} pgg45 _cons y1 {res} .00276558 .25373297 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4923489 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4834171 0.5490809 {txt}{space 13}lbph {c |}{col 21}{res} 0.0308604 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.5422799 0.6496250 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0012605 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0918135 -0.4136749 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(5, 91) = {res} 33.23 {txt} Model {c |} {res} 82.6539214 5 16.5307843 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 45.2637372 91 .497403705 {txt}R-squared ={res} 0.6461 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6267 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .70527 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5125769{col 26}{space 2} .0771394{col 37}{space 1} 6.64{col 46}{space 3}0.000{col 54}{space 4} .3593489{col 67}{space 3} .6658048 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .5490809{col 26}{space 2} .1974325{col 37}{space 1} 2.78{col 46}{space 3}0.007{col 54}{space 4} .1569056{col 67}{space 3} .9412563 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0721513{col 26}{space 2} .0567501{col 37}{space 1} 1.27{col 46}{space 3}0.207{col 54}{space 4}-.0405759{col 67}{space 3} .1848785 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .649625{col 26}{space 2} .2192924{col 37}{space 1} 2.96{col 46}{space 3}0.004{col 54}{space 4} .2140275{col 67}{space 3} 1.085223 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .002445{col 26}{space 2} .002994{col 37}{space 1} 0.82{col 46}{space 3}0.416{col 54}{space 4}-.0035021{col 67}{space 3} .0083922 {txt}{space 7}_cons {c |}{col 14}{res}{space 2}-.4136749{col 26}{space 2} .7005378{col 37}{space 1} -0.59{col 46}{space 3}0.556{col 54}{space 4}-1.805207{col 67}{space 3} .9778574 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=2.82724321934e-15. tolerance = .01 {res} {txt}__000000[1,6] lcavol lweight lbph svi pgg45 _cons y1 {res} .51257686 .54908093 .07215128 .64962503 .00244504 -.41367494 {reset}{res} {txt}__000001[1,6] lcavol lweight lbph svi pgg45 _cons y1 {res} .51257686 .54908093 .07215128 .64962503 .00244504 -.41367494 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4816717 0.5125769 {txt}{space 10}lweight {c |}{col 21}{res} 0.4487569 0.5490809 {txt}{space 13}lbph {c |}{col 21}{res} 0.0090653 0.0721513 {txt}{space 14}svi {c |}{col 21}{res} 0.4856184 0.6496250 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0006353 0.0024450 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0780792 -0.4136749 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(5, 91) = {res} 33.23 {txt} Model {c |} {res} 82.6539214 5 16.5307843 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 45.2637372 91 .497403705 {txt}R-squared ={res} 0.6461 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6267 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .70527 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5125769{col 26}{space 2} .0771394{col 37}{space 1} 6.64{col 46}{space 3}0.000{col 54}{space 4} .3593489{col 67}{space 3} .6658048 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .5490809{col 26}{space 2} .1974325{col 37}{space 1} 2.78{col 46}{space 3}0.007{col 54}{space 4} .1569056{col 67}{space 3} .9412563 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0721513{col 26}{space 2} .0567501{col 37}{space 1} 1.27{col 46}{space 3}0.207{col 54}{space 4}-.0405759{col 67}{space 3} .1848785 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .649625{col 26}{space 2} .2192924{col 37}{space 1} 2.96{col 46}{space 3}0.004{col 54}{space 4} .2140275{col 67}{space 3} 1.085223 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .002445{col 26}{space 2} .002994{col 37}{space 1} 0.82{col 46}{space 3}0.416{col 54}{space 4}-.0035021{col 67}{space 3} .0083922 {txt}{space 7}_cons {c |}{col 14}{res}{space 2}-.4136749{col 26}{space 2} .7005378{col 37}{space 1} -0.59{col 46}{space 3}0.556{col 54}{space 4}-1.805207{col 67}{space 3} .9778574 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=2.82724321934e-15. tolerance = .01 {res} {txt}__000000[1,6] lcavol lweight lbph svi pgg45 _cons y1 {res} .51257686 .54908093 .07215128 .64962503 .00244504 -.41367494 {reset}{res} {txt}__000001[1,6] lcavol lweight lbph svi pgg45 _cons y1 {res} .51257686 .54908093 .07215128 .64962503 .00244504 -.41367494 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3195015 0.7193204 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.0470568 1.5072975 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(1, 95) = {res} 111.27 {txt} Model {c |} {res} 69.0028752 1 69.0028752 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 58.9147834 95 .620155614 {txt}R-squared ={res} 0.5394 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.5346 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .7875 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .7193204{col 26}{space 2} .0681929{col 37}{space 1} 10.55{col 46}{space 3}0.000{col 54}{space 4} .5839404{col 67}{space 3} .8547004 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} 1.507297{col 26}{space 2} .1219369{col 37}{space 1} 12.36{col 46}{space 3}0.000{col 54}{space 4} 1.265222{col 67}{space 3} 1.749373 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=8.85593387286e-17. tolerance = .01 {res} {txt}__000000[1,2] lcavol _cons y1 {res} .71932039 1.5072975 {reset}{res} {txt}__000001[1,2] lcavol _cons y1 {res} .71932039 1.5072975 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.4783869 2.4783869 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(0, 96) = {res} 0.00 {txt} Model {c |} {res} 0 0 . {txt}Prob > F ={res} . {txt} Residual {c |} {res} 127.917659 96 1.33247561 {txt}R-squared ={res} 0.0000 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.0000 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} 1.1543 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 7}_cons {c |}{col 14}{res}{space 2} 2.478387{col 26}{space 2} .1172044{col 37}{space 1} 21.15{col 46}{space 3}0.000{col 54}{space 4} 2.245738{col 67}{space 3} 2.711036 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=0. tolerance = .01 {res} {txt}symmetric __000000[1,1] _cons y1 {res} 2.4783869 {reset}{res} {txt}symmetric __000001[1,1] _cons y1 {res} 2.4783869 {reset}r; t=0.22 22:18:24 {com}. * . . * elastic net . foreach i of numlist 0.5 1 4 10 15 50 150 {c -(} {txt} 2{com}. lasso2 $model, l(`i') ols alpha(.5) {txt} 3{com}. mat A = e(b) {txt} 4{com}. reg lpsa `e(selected)' {txt} 5{com}. mat B = e(b) {txt} 6{com}. comparemat A B {txt} 7{com}. {c )-} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5596838 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6190156 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0206453 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0951798 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7511351 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0982943 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0477464 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0043140 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1775732 0.1815609 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(8, 88) = {res} 21.68 {txt} Model {c |} {res} 84.8592398 8 10.607405 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.0584188 88 .489300213 {txt}R-squared ={res} 0.6634 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6328 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .6995 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5643413{col 26}{space 2} .0878335{col 37}{space 1} 6.43{col 46}{space 3}0.000{col 54}{space 4} .3897908{col 67}{space 3} .7388918 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6220198{col 26}{space 2} .2008967{col 37}{space 1} 3.10{col 46}{space 3}0.003{col 54}{space 4} .2227799{col 67}{space 3} 1.02126 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0212482{col 26}{space 2} .0110841{col 37}{space 1} -1.92{col 46}{space 3}0.058{col 54}{space 4}-.0432755{col 67}{space 3} .0007791 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0967125{col 26}{space 2} .0579127{col 37}{space 1} 1.67{col 46}{space 3}0.098{col 54}{space 4}-.0183768{col 67}{space 3} .2118018 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .7616733{col 26}{space 2} .2411757{col 37}{space 1} 3.16{col 46}{space 3}0.002{col 54}{space 4} .2823873{col 67}{space 3} 1.240959 {txt}{space 9}lcp {c |}{col 14}{res}{space 2}-.1060509{col 26}{space 2} .089868{col 37}{space 1} -1.18{col 46}{space 3}0.241{col 54}{space 4}-.2846446{col 67}{space 3} .0725427 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0492279{col 26}{space 2} .1553407{col 37}{space 1} 0.32{col 46}{space 3}0.752{col 54}{space 4} -.259479{col 67}{space 3} .3579349 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0044575{col 26}{space 2} .0043653{col 37}{space 1} 1.02{col 46}{space 3}0.310{col 54}{space 4}-.0042177{col 67}{space 3} .0131327 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .1815609{col 26}{space 2} 1.320568{col 37}{space 1} 0.14{col 46}{space 3}0.891{col 54}{space 4}-2.442791{col 67}{space 3} 2.805913 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.50339849896e-15. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5550784 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6160094 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0200468 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0936574 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7407063 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0906286 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0462534 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0041726 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1737929 0.1815609 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(8, 88) = {res} 21.68 {txt} Model {c |} {res} 84.8592398 8 10.607405 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.0584188 88 .489300213 {txt}R-squared ={res} 0.6634 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6328 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .6995 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5643413{col 26}{space 2} .0878335{col 37}{space 1} 6.43{col 46}{space 3}0.000{col 54}{space 4} .3897908{col 67}{space 3} .7388918 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6220198{col 26}{space 2} .2008967{col 37}{space 1} 3.10{col 46}{space 3}0.003{col 54}{space 4} .2227799{col 67}{space 3} 1.02126 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0212482{col 26}{space 2} .0110841{col 37}{space 1} -1.92{col 46}{space 3}0.058{col 54}{space 4}-.0432755{col 67}{space 3} .0007791 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0967125{col 26}{space 2} .0579127{col 37}{space 1} 1.67{col 46}{space 3}0.098{col 54}{space 4}-.0183768{col 67}{space 3} .2118018 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .7616733{col 26}{space 2} .2411757{col 37}{space 1} 3.16{col 46}{space 3}0.002{col 54}{space 4} .2823873{col 67}{space 3} 1.240959 {txt}{space 9}lcp {c |}{col 14}{res}{space 2}-.1060509{col 26}{space 2} .089868{col 37}{space 1} -1.18{col 46}{space 3}0.241{col 54}{space 4}-.2846446{col 67}{space 3} .0725427 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0492279{col 26}{space 2} .1553407{col 37}{space 1} 0.32{col 46}{space 3}0.752{col 54}{space 4} -.259479{col 67}{space 3} .3579349 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0044575{col 26}{space 2} .0043653{col 37}{space 1} 1.02{col 46}{space 3}0.310{col 54}{space 4}-.0042177{col 67}{space 3} .0131327 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .1815609{col 26}{space 2} 1.320568{col 37}{space 1} 0.14{col 46}{space 3}0.891{col 54}{space 4}-2.442791{col 67}{space 3} 2.805913 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.50339849896e-15. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5284880 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5979410 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0165457 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0847342 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6803375 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0464578 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0370861 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0033643 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1551578 0.1815609 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(8, 88) = {res} 21.68 {txt} Model {c |} {res} 84.8592398 8 10.607405 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.0584188 88 .489300213 {txt}R-squared ={res} 0.6634 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6328 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .6995 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5643413{col 26}{space 2} .0878335{col 37}{space 1} 6.43{col 46}{space 3}0.000{col 54}{space 4} .3897908{col 67}{space 3} .7388918 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6220198{col 26}{space 2} .2008967{col 37}{space 1} 3.10{col 46}{space 3}0.003{col 54}{space 4} .2227799{col 67}{space 3} 1.02126 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0212482{col 26}{space 2} .0110841{col 37}{space 1} -1.92{col 46}{space 3}0.058{col 54}{space 4}-.0432755{col 67}{space 3} .0007791 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0967125{col 26}{space 2} .0579127{col 37}{space 1} 1.67{col 46}{space 3}0.098{col 54}{space 4}-.0183768{col 67}{space 3} .2118018 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .7616733{col 26}{space 2} .2411757{col 37}{space 1} 3.16{col 46}{space 3}0.002{col 54}{space 4} .2823873{col 67}{space 3} 1.240959 {txt}{space 9}lcp {c |}{col 14}{res}{space 2}-.1060509{col 26}{space 2} .089868{col 37}{space 1} -1.18{col 46}{space 3}0.241{col 54}{space 4}-.2846446{col 67}{space 3} .0725427 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0492279{col 26}{space 2} .1553407{col 37}{space 1} 0.32{col 46}{space 3}0.752{col 54}{space 4} -.259479{col 67}{space 3} .3579349 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0044575{col 26}{space 2} .0043653{col 37}{space 1} 1.02{col 46}{space 3}0.310{col 54}{space 4}-.0042177{col 67}{space 3} .0131327 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .1815609{col 26}{space 2} 1.320568{col 37}{space 1} 0.14{col 46}{space 3}0.891{col 54}{space 4}-2.442791{col 67}{space 3} 2.805913 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.50339849896e-15. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4941626 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5622500 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0105501 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0683305 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6070730 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0210338 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0024411 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1048456 0.2537330 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(7, 89) = {res} 24.47 {txt} Model {c |} {res} 84.1778515 7 12.0254074 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.7398071 89 .491458507 {txt}R-squared ={res} 0.6581 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6312 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .70104 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5186256{col 26}{space 2} .0790023{col 37}{space 1} 6.56{col 46}{space 3}0.000{col 54}{space 4} .3616497{col 67}{space 3} .6756016 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6217574{col 26}{space 2} .2013391{col 37}{space 1} 3.09{col 46}{space 3}0.003{col 54}{space 4} .2217009{col 67}{space 3} 1.021814 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0193045{col 26}{space 2} .0109852{col 37}{space 1} -1.76{col 46}{space 3}0.082{col 54}{space 4}-.0411319{col 67}{space 3} .0025228 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0949255{col 26}{space 2} .0580204{col 37}{space 1} 1.64{col 46}{space 3}0.105{col 54}{space 4}-.0203599{col 67}{space 3} .2102108 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .6427775{col 26}{space 2} .2196051{col 37}{space 1} 2.93{col 46}{space 3}0.004{col 54}{space 4} .2064269{col 67}{space 3} 1.079128 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0422021{col 26}{space 2} .1555685{col 37}{space 1} 0.27{col 46}{space 3}0.787{col 54}{space 4}-.2669092{col 67}{space 3} .3513134 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0027656{col 26}{space 2} .0041322{col 37}{space 1} 0.67{col 46}{space 3}0.505{col 54}{space 4}-.0054451{col 67}{space 3} .0109763 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .253733{col 26}{space 2} 1.322057{col 37}{space 1} 0.19{col 46}{space 3}0.848{col 54}{space 4}-2.373167{col 67}{space 3} 2.880633 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.41685421082e-15. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi gleason y1 {res} .51862565 .62175742 -.01930454 .09492549 .6427775 .04220206 {txt} pgg45 _cons y1 {res} .00276558 .25373297 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi gleason y1 {res} .51862565 .62175742 -.01930454 .09492549 .6427775 .04220206 {txt} pgg45 _cons y1 {res} .00276558 .25373297 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4824387 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5335537 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0064415 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0558345 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5894736 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0110679 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022770 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0387720 0.2537330 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(7, 89) = {res} 24.47 {txt} Model {c |} {res} 84.1778515 7 12.0254074 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.7398071 89 .491458507 {txt}R-squared ={res} 0.6581 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6312 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .70104 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5186256{col 26}{space 2} .0790023{col 37}{space 1} 6.56{col 46}{space 3}0.000{col 54}{space 4} .3616497{col 67}{space 3} .6756016 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6217574{col 26}{space 2} .2013391{col 37}{space 1} 3.09{col 46}{space 3}0.003{col 54}{space 4} .2217009{col 67}{space 3} 1.021814 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0193045{col 26}{space 2} .0109852{col 37}{space 1} -1.76{col 46}{space 3}0.082{col 54}{space 4}-.0411319{col 67}{space 3} .0025228 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0949255{col 26}{space 2} .0580204{col 37}{space 1} 1.64{col 46}{space 3}0.105{col 54}{space 4}-.0203599{col 67}{space 3} .2102108 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .6427775{col 26}{space 2} .2196051{col 37}{space 1} 2.93{col 46}{space 3}0.004{col 54}{space 4} .2064269{col 67}{space 3} 1.079128 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0422021{col 26}{space 2} .1555685{col 37}{space 1} 0.27{col 46}{space 3}0.787{col 54}{space 4}-.2669092{col 67}{space 3} .3513134 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0027656{col 26}{space 2} .0041322{col 37}{space 1} 0.67{col 46}{space 3}0.505{col 54}{space 4}-.0054451{col 67}{space 3} .0109763 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .253733{col 26}{space 2} 1.322057{col 37}{space 1} 0.19{col 46}{space 3}0.848{col 54}{space 4}-2.373167{col 67}{space 3} 2.880633 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.41685421082e-15. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight age lbph svi gleason y1 {res} .51862565 .62175742 -.01930454 .09492549 .6427775 .04220206 {txt} pgg45 _cons y1 {res} .00276558 .25373297 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph svi gleason y1 {res} .51862565 .62175742 -.01930454 .09492549 .6427775 .04220206 {txt} pgg45 _cons y1 {res} .00276558 .25373297 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4126838 0.5067548 {txt}{space 10}lweight {c |}{col 21}{res} 0.4142979 0.6650921 {txt}{space 14}svi {c |}{col 21}{res} 0.4673642 0.6016864 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0012381 0.0029746 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.2864229 -0.8221054 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(4, 92) = {res} 40.86 {txt} Model {c |} {res} 81.8499081 4 20.462477 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 46.0677505 92 .500736418 {txt}R-squared ={res} 0.6399 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6242 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .70763 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5067548{col 26}{space 2} .0772609{col 37}{space 1} 6.56{col 46}{space 3}0.000{col 54}{space 4} .353308{col 67}{space 3} .6602016 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6650921{col 26}{space 2} .1756667{col 37}{space 1} 3.79{col 46}{space 3}0.000{col 54}{space 4} .3162029{col 67}{space 3} 1.013981 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .6016864{col 26}{space 2} .216749{col 37}{space 1} 2.78{col 46}{space 3}0.007{col 54}{space 4} .1712042{col 67}{space 3} 1.032169 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0029746{col 26}{space 2} .0029748{col 37}{space 1} 1.00{col 46}{space 3}0.320{col 54}{space 4}-.0029335{col 67}{space 3} .0088827 {txt}{space 7}_cons {c |}{col 14}{res}{space 2}-.8221054{col 26}{space 2} .6246194{col 37}{space 1} -1.32{col 46}{space 3}0.191{col 54}{space 4}-2.062653{col 67}{space 3} .4184426 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.21861559623e-15. tolerance = .01 {res} {txt}__000000[1,5] lcavol lweight svi pgg45 _cons y1 {res} .50675482 .66509213 .60168637 .00297461 -.82210539 {reset}{res} {txt}__000001[1,5] lcavol lweight svi pgg45 _cons y1 {res} .50675482 .66509213 .60168637 .00297461 -.82210539 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2549167 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.0268516 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.1764878 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.9985955 -0.7771568 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(3, 93) = {res} 54.15 {txt} Model {c |} {res} 81.3492223 3 27.1164074 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 46.5684363 93 .500735874 {txt}R-squared ={res} 0.6359 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6242 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .70763 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5258519{col 26}{space 2} .0748632{col 37}{space 1} 7.02{col 46}{space 3}0.000{col 54}{space 4} .3771884{col 67}{space 3} .6745154 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6617699{col 26}{space 2} .1756352{col 37}{space 1} 3.77{col 46}{space 3}0.000{col 54}{space 4} .3129933{col 67}{space 3} 1.010547 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .6656665{col 26}{space 2} .2070898{col 37}{space 1} 3.21{col 46}{space 3}0.002{col 54}{space 4} .2544271{col 67}{space 3} 1.076906 {txt}{space 7}_cons {c |}{col 14}{res}{space 2}-.7771568{col 26}{space 2} .6229995{col 37}{space 1} -1.25{col 46}{space 3}0.215{col 54}{space 4} -2.01431{col 67}{space 3} .4599967 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=6.66533800803e-16. tolerance = .01 {res} {txt}__000000[1,4] lcavol lweight svi _cons y1 {res} .5258519 .66176995 .6656665 -.77715676 {reset}{res} {txt}__000001[1,4] lcavol lweight svi _cons y1 {res} .5258519 .66176995 .6656665 -.77715676 {reset}r; t=0.21 22:18:24 {com}. * . . * ridge . foreach i of numlist 0.5 1 4 10 15 50 150 {c -(} {txt} 2{com}. lasso2 $model, l(`i') ols alpha(0) {txt} 3{com}. mat A = e(b) {txt} 4{com}. reg lpsa `e(selected)' {txt} 5{com}. mat B = e(b) {txt} 6{com}. comparemat A B {txt} 7{com}. {c )-} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5611954 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6215330 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0210549 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0962430 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7582686 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.1029241 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0500348 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0044012 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1725017 0.1815609 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(8, 88) = {res} 21.68 {txt} Model {c |} {res} 84.8592398 8 10.607405 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.0584188 88 .489300213 {txt}R-squared ={res} 0.6634 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6328 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .6995 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5643413{col 26}{space 2} .0878335{col 37}{space 1} 6.43{col 46}{space 3}0.000{col 54}{space 4} .3897908{col 67}{space 3} .7388918 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6220198{col 26}{space 2} .2008967{col 37}{space 1} 3.10{col 46}{space 3}0.003{col 54}{space 4} .2227799{col 67}{space 3} 1.02126 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0212482{col 26}{space 2} .0110841{col 37}{space 1} -1.92{col 46}{space 3}0.058{col 54}{space 4}-.0432755{col 67}{space 3} .0007791 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0967125{col 26}{space 2} .0579127{col 37}{space 1} 1.67{col 46}{space 3}0.098{col 54}{space 4}-.0183768{col 67}{space 3} .2118018 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .7616733{col 26}{space 2} .2411757{col 37}{space 1} 3.16{col 46}{space 3}0.002{col 54}{space 4} .2823873{col 67}{space 3} 1.240959 {txt}{space 9}lcp {c |}{col 14}{res}{space 2}-.1060509{col 26}{space 2} .089868{col 37}{space 1} -1.18{col 46}{space 3}0.241{col 54}{space 4}-.2846446{col 67}{space 3} .0725427 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0492279{col 26}{space 2} .1553407{col 37}{space 1} 0.32{col 46}{space 3}0.752{col 54}{space 4} -.259479{col 67}{space 3} .3579349 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0044575{col 26}{space 2} .0043653{col 37}{space 1} 1.02{col 46}{space 3}0.310{col 54}{space 4}-.0042177{col 67}{space 3} .0131327 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .1815609{col 26}{space 2} 1.320568{col 37}{space 1} 0.14{col 46}{space 3}0.891{col 54}{space 4}-2.442791{col 67}{space 3} 2.805913 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.50339849896e-15. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5581068 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6210308 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0208648 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0957816 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7549337 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0998734 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0508098 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0043469 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1637593 0.1815609 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(8, 88) = {res} 21.68 {txt} Model {c |} {res} 84.8592398 8 10.607405 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.0584188 88 .489300213 {txt}R-squared ={res} 0.6634 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6328 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .6995 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5643413{col 26}{space 2} .0878335{col 37}{space 1} 6.43{col 46}{space 3}0.000{col 54}{space 4} .3897908{col 67}{space 3} .7388918 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6220198{col 26}{space 2} .2008967{col 37}{space 1} 3.10{col 46}{space 3}0.003{col 54}{space 4} .2227799{col 67}{space 3} 1.02126 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0212482{col 26}{space 2} .0110841{col 37}{space 1} -1.92{col 46}{space 3}0.058{col 54}{space 4}-.0432755{col 67}{space 3} .0007791 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0967125{col 26}{space 2} .0579127{col 37}{space 1} 1.67{col 46}{space 3}0.098{col 54}{space 4}-.0183768{col 67}{space 3} .2118018 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .7616733{col 26}{space 2} .2411757{col 37}{space 1} 3.16{col 46}{space 3}0.002{col 54}{space 4} .2823873{col 67}{space 3} 1.240959 {txt}{space 9}lcp {c |}{col 14}{res}{space 2}-.1060509{col 26}{space 2} .089868{col 37}{space 1} -1.18{col 46}{space 3}0.241{col 54}{space 4}-.2846446{col 67}{space 3} .0725427 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0492279{col 26}{space 2} .1553407{col 37}{space 1} 0.32{col 46}{space 3}0.752{col 54}{space 4} -.259479{col 67}{space 3} .3579349 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0044575{col 26}{space 2} .0043653{col 37}{space 1} 1.02{col 46}{space 3}0.310{col 54}{space 4}-.0042177{col 67}{space 3} .0131327 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .1815609{col 26}{space 2} 1.320568{col 37}{space 1} 0.14{col 46}{space 3}0.891{col 54}{space 4}-2.442791{col 67}{space 3} 2.805913 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.50339849896e-15. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5406803 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6177334 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0197856 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0931716 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7362664 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0830288 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0548761 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0040584 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1172276 0.1815609 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(8, 88) = {res} 21.68 {txt} Model {c |} {res} 84.8592398 8 10.607405 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.0584188 88 .489300213 {txt}R-squared ={res} 0.6634 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6328 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .6995 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5643413{col 26}{space 2} .0878335{col 37}{space 1} 6.43{col 46}{space 3}0.000{col 54}{space 4} .3897908{col 67}{space 3} .7388918 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6220198{col 26}{space 2} .2008967{col 37}{space 1} 3.10{col 46}{space 3}0.003{col 54}{space 4} .2227799{col 67}{space 3} 1.02126 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0212482{col 26}{space 2} .0110841{col 37}{space 1} -1.92{col 46}{space 3}0.058{col 54}{space 4}-.0432755{col 67}{space 3} .0007791 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0967125{col 26}{space 2} .0579127{col 37}{space 1} 1.67{col 46}{space 3}0.098{col 54}{space 4}-.0183768{col 67}{space 3} .2118018 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .7616733{col 26}{space 2} .2411757{col 37}{space 1} 3.16{col 46}{space 3}0.002{col 54}{space 4} .2823873{col 67}{space 3} 1.240959 {txt}{space 9}lcp {c |}{col 14}{res}{space 2}-.1060509{col 26}{space 2} .089868{col 37}{space 1} -1.18{col 46}{space 3}0.241{col 54}{space 4}-.2846446{col 67}{space 3} .0725427 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0492279{col 26}{space 2} .1553407{col 37}{space 1} 0.32{col 46}{space 3}0.752{col 54}{space 4} -.259479{col 67}{space 3} .3579349 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0044575{col 26}{space 2} .0043653{col 37}{space 1} 1.02{col 46}{space 3}0.310{col 54}{space 4}-.0042177{col 67}{space 3} .0131327 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .1815609{col 26}{space 2} 1.320568{col 37}{space 1} 0.14{col 46}{space 3}0.891{col 54}{space 4}-2.442791{col 67}{space 3} 2.805913 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.50339849896e-15. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5105488 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6100509 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0178941 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0886328 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7046133 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0554655 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0607886 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0036299 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0477573 0.1815609 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(8, 88) = {res} 21.68 {txt} Model {c |} {res} 84.8592398 8 10.607405 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.0584188 88 .489300213 {txt}R-squared ={res} 0.6634 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6328 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .6995 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5643413{col 26}{space 2} .0878335{col 37}{space 1} 6.43{col 46}{space 3}0.000{col 54}{space 4} .3897908{col 67}{space 3} .7388918 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6220198{col 26}{space 2} .2008967{col 37}{space 1} 3.10{col 46}{space 3}0.003{col 54}{space 4} .2227799{col 67}{space 3} 1.02126 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0212482{col 26}{space 2} .0110841{col 37}{space 1} -1.92{col 46}{space 3}0.058{col 54}{space 4}-.0432755{col 67}{space 3} .0007791 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0967125{col 26}{space 2} .0579127{col 37}{space 1} 1.67{col 46}{space 3}0.098{col 54}{space 4}-.0183768{col 67}{space 3} .2118018 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .7616733{col 26}{space 2} .2411757{col 37}{space 1} 3.16{col 46}{space 3}0.002{col 54}{space 4} .2823873{col 67}{space 3} 1.240959 {txt}{space 9}lcp {c |}{col 14}{res}{space 2}-.1060509{col 26}{space 2} .089868{col 37}{space 1} -1.18{col 46}{space 3}0.241{col 54}{space 4}-.2846446{col 67}{space 3} .0725427 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0492279{col 26}{space 2} .1553407{col 37}{space 1} 0.32{col 46}{space 3}0.752{col 54}{space 4} -.259479{col 67}{space 3} .3579349 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0044575{col 26}{space 2} .0043653{col 37}{space 1} 1.02{col 46}{space 3}0.310{col 54}{space 4}-.0042177{col 67}{space 3} .0131327 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .1815609{col 26}{space 2} 1.320568{col 37}{space 1} 0.14{col 46}{space 3}0.891{col 54}{space 4}-2.442791{col 67}{space 3} 2.805913 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.50339849896e-15. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4891661 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6029454 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0165340 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0853930 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6826343 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0371961 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0642459 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0033779 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0067005 0.1815609 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(8, 88) = {res} 21.68 {txt} Model {c |} {res} 84.8592398 8 10.607405 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.0584188 88 .489300213 {txt}R-squared ={res} 0.6634 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6328 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .6995 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5643413{col 26}{space 2} .0878335{col 37}{space 1} 6.43{col 46}{space 3}0.000{col 54}{space 4} .3897908{col 67}{space 3} .7388918 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6220198{col 26}{space 2} .2008967{col 37}{space 1} 3.10{col 46}{space 3}0.003{col 54}{space 4} .2227799{col 67}{space 3} 1.02126 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0212482{col 26}{space 2} .0110841{col 37}{space 1} -1.92{col 46}{space 3}0.058{col 54}{space 4}-.0432755{col 67}{space 3} .0007791 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0967125{col 26}{space 2} .0579127{col 37}{space 1} 1.67{col 46}{space 3}0.098{col 54}{space 4}-.0183768{col 67}{space 3} .2118018 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .7616733{col 26}{space 2} .2411757{col 37}{space 1} 3.16{col 46}{space 3}0.002{col 54}{space 4} .2823873{col 67}{space 3} 1.240959 {txt}{space 9}lcp {c |}{col 14}{res}{space 2}-.1060509{col 26}{space 2} .089868{col 37}{space 1} -1.18{col 46}{space 3}0.241{col 54}{space 4}-.2846446{col 67}{space 3} .0725427 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0492279{col 26}{space 2} .1553407{col 37}{space 1} 0.32{col 46}{space 3}0.752{col 54}{space 4} -.259479{col 67}{space 3} .3579349 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0044575{col 26}{space 2} .0043653{col 37}{space 1} 1.02{col 46}{space 3}0.310{col 54}{space 4}-.0042177{col 67}{space 3} .0131327 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .1815609{col 26}{space 2} 1.320568{col 37}{space 1} 0.14{col 46}{space 3}0.891{col 54}{space 4}-2.442791{col 67}{space 3} 2.805913 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.50339849896e-15. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3908945 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5495527 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0101767 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0702851 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.5853280 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0311012 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0751000 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0027121 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0951153 0.1815609 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(8, 88) = {res} 21.68 {txt} Model {c |} {res} 84.8592398 8 10.607405 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.0584188 88 .489300213 {txt}R-squared ={res} 0.6634 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6328 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .6995 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5643413{col 26}{space 2} .0878335{col 37}{space 1} 6.43{col 46}{space 3}0.000{col 54}{space 4} .3897908{col 67}{space 3} .7388918 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6220198{col 26}{space 2} .2008967{col 37}{space 1} 3.10{col 46}{space 3}0.003{col 54}{space 4} .2227799{col 67}{space 3} 1.02126 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0212482{col 26}{space 2} .0110841{col 37}{space 1} -1.92{col 46}{space 3}0.058{col 54}{space 4}-.0432755{col 67}{space 3} .0007791 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0967125{col 26}{space 2} .0579127{col 37}{space 1} 1.67{col 46}{space 3}0.098{col 54}{space 4}-.0183768{col 67}{space 3} .2118018 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .7616733{col 26}{space 2} .2411757{col 37}{space 1} 3.16{col 46}{space 3}0.002{col 54}{space 4} .2823873{col 67}{space 3} 1.240959 {txt}{space 9}lcp {c |}{col 14}{res}{space 2}-.1060509{col 26}{space 2} .089868{col 37}{space 1} -1.18{col 46}{space 3}0.241{col 54}{space 4}-.2846446{col 67}{space 3} .0725427 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0492279{col 26}{space 2} .1553407{col 37}{space 1} 0.32{col 46}{space 3}0.752{col 54}{space 4} -.259479{col 67}{space 3} .3579349 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0044575{col 26}{space 2} .0043653{col 37}{space 1} 1.02{col 46}{space 3}0.310{col 54}{space 4}-.0042177{col 67}{space 3} .0131327 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .1815609{col 26}{space 2} 1.320568{col 37}{space 1} 0.14{col 46}{space 3}0.891{col 54}{space 4}-2.442791{col 67}{space 3} 2.805913 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.50339849896e-15. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset} {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2717595 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.4305476 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0029348 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0511156 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.4608634 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} 0.0742555 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0835739 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0026142 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0168513 0.1815609 {txt}{hline 18}{c BT}{hline 32} Source {c |} SS df MS Number of obs ={res} 97 {txt}{hline 13}{c +}{hline 34} F(8, 88) = {res} 21.68 {txt} Model {c |} {res} 84.8592398 8 10.607405 {txt}Prob > F ={res} 0.0000 {txt} Residual {c |} {res} 43.0584188 88 .489300213 {txt}R-squared ={res} 0.6634 {txt}{hline 13}{c +}{hline 34} Adj R-squared ={res} 0.6328 {txt} Total {c |} {res} 127.917659 96 1.33247561 {txt}Root MSE = {res} .6995 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} lpsa{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 6}lcavol {c |}{col 14}{res}{space 2} .5643413{col 26}{space 2} .0878335{col 37}{space 1} 6.43{col 46}{space 3}0.000{col 54}{space 4} .3897908{col 67}{space 3} .7388918 {txt}{space 5}lweight {c |}{col 14}{res}{space 2} .6220198{col 26}{space 2} .2008967{col 37}{space 1} 3.10{col 46}{space 3}0.003{col 54}{space 4} .2227799{col 67}{space 3} 1.02126 {txt}{space 9}age {c |}{col 14}{res}{space 2}-.0212482{col 26}{space 2} .0110841{col 37}{space 1} -1.92{col 46}{space 3}0.058{col 54}{space 4}-.0432755{col 67}{space 3} .0007791 {txt}{space 8}lbph {c |}{col 14}{res}{space 2} .0967125{col 26}{space 2} .0579127{col 37}{space 1} 1.67{col 46}{space 3}0.098{col 54}{space 4}-.0183768{col 67}{space 3} .2118018 {txt}{space 9}svi {c |}{col 14}{res}{space 2} .7616733{col 26}{space 2} .2411757{col 37}{space 1} 3.16{col 46}{space 3}0.002{col 54}{space 4} .2823873{col 67}{space 3} 1.240959 {txt}{space 9}lcp {c |}{col 14}{res}{space 2}-.1060509{col 26}{space 2} .089868{col 37}{space 1} -1.18{col 46}{space 3}0.241{col 54}{space 4}-.2846446{col 67}{space 3} .0725427 {txt}{space 5}gleason {c |}{col 14}{res}{space 2} .0492279{col 26}{space 2} .1553407{col 37}{space 1} 0.32{col 46}{space 3}0.752{col 54}{space 4} -.259479{col 67}{space 3} .3579349 {txt}{space 7}pgg45 {c |}{col 14}{res}{space 2} .0044575{col 26}{space 2} .0043653{col 37}{space 1} 1.02{col 46}{space 3}0.310{col 54}{space 4}-.0042177{col 67}{space 3} .0131327 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} .1815609{col 26}{space 2} 1.320568{col 37}{space 1} 0.14{col 46}{space 3}0.891{col 54}{space 4}-2.442791{col 67}{space 3} 2.805913 {txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {res}{txt}mreldif=1.50339849896e-15. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp y1 {res} .56434129 .62201981 -.02124818 .09671252 .76167335 -.10605094 {txt} gleason pgg45 _cons y1 {res} .04922792 .00445751 .18156087 {reset}r; t=0.20 22:18:24 {com}. * . . ******************************************************************************** . *** partial() vs notpen() *** . ******************************************************************************** . . lasso2 $model, partial(lcp) l(50) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3372114 0.5789490 {txt}{space 10}lweight {c |}{col 21}{res} 0.1753467 0.6726262 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 14}lcp {c |}{col 21}{res} 0.2522809 0.0896053 {txt}{space 12}_cons {c |}{col 21}{res} 1.4320758 -0.7280498 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:24 {com}. mat A = e(b) {txt}r; t=0.00 22:18:24 {com}. lasso2 $model, notpen(lcp) l(50) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.2260837 0.5789490 {txt}{space 10}lweight {c |}{col 21}{res} 0.2201095 0.6726262 {txt}{space 14}lcp {c |}{helpb rlasso##notpen:*}{col 21}{res} 0.3132824 0.0896053 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.4305989 -0.7280498 {txt}{hline 18}{c BT}{hline 32} {help lasso2##examples_partialling:*Not penalized} r; t=0.01 22:18:24 {com}. mat B = e(b) {txt}r; t=0.00 22:18:24 {com}. comparevec A B {txt}Max rel dif = 0. tolerance = .01 {res} {txt}__000000[1,4] lcavol lweight lcp _cons y1 {res} .33721135 .17534668 .25228088 1.4320758 {reset}{res} {txt}__000001[1,4] lcavol lweight lcp _cons y1 {res} .22608373 .22010953 .3132824 1.4305989 {reset}r; t=0.00 22:18:24 {com}. . lasso2 $model, partial(lcp) l(50) sqrt {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.1160166 0.6550918 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 14}lcp {c |}{col 21}{res} 0.3870332 0.0801708 {txt}{space 12}_cons {c |}{col 21}{res} 2.3911838 1.6083866 {txt}{hline 18}{c BT}{hline 32} r; t=0.03 22:18:24 {com}. mat A = e(b) {txt}r; t=0.00 22:18:24 {com}. lasso2 $model, notpen(lcp) l(50) sqrt {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Sqrt-lasso Post-est OLS {hline 18}{c +}{hline 32} {space 14}lcp {c |}{helpb rlasso##notpen:*}{col 21}{res} 0.4530743 0.4530743 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 2.5596528 2.5596528 {txt}{hline 18}{c BT}{hline 32} {help lasso2##examples_partialling:*Not penalized} r; t=0.01 22:18:24 {com}. mat B = e(b) {txt}r; t=0.00 22:18:24 {com}. comparevec A B {txt}Max rel dif = 0. tolerance = .01 {res} {txt}__000000[1,3] lcavol lcp _cons y1 {res} .11601656 .38703321 2.3911838 {reset}{res} {txt}__000001[1,2] lcp _cons y1 {res} .45307432 2.5596528 {reset}r; t=0.00 22:18:24 {com}. . lasso2 $model, partial(lcp) l(50) alpha(0.5) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3933538 0.5478970 {txt}{space 10}lweight {c |}{col 21}{res} 0.3852476 0.5303588 {txt}{space 13}lbph {c |}{col 21}{res} 0.0034326 0.0799931 {txt}{space 14}svi {c |}{col 21}{res} 0.3338927 0.7597493 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 14}lcp {c |}{col 21}{res} 0.1432224 -0.0363802 {txt}{space 12}_cons {c |}{col 21}{res} 0.5023728 -0.3649561 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:24 {com}. mat A = e(b) {txt}r; t=0.00 22:18:24 {com}. lasso2 $model, notpen(lcp) l(50) alpha(0.5) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3185808 0.5418601 {txt}{space 10}lweight {c |}{col 21}{res} 0.4215597 0.6589198 {txt}{space 14}svi {c |}{col 21}{res} 0.2070765 0.7099563 {txt}{space 14}lcp {c |}{helpb rlasso##notpen:*}{col 21}{res} 0.2092045 -0.0300823 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.5111770 -0.8034092 {txt}{hline 18}{c BT}{hline 32} {help lasso2##examples_partialling:*Not penalized} r; t=0.01 22:18:24 {com}. mat B = e(b) {txt}r; t=0.00 22:18:24 {com}. comparevec A B {txt}Max rel dif = 0. tolerance = .01 {res} {txt}__000000[1,6] lcavol lweight lbph svi lcp _cons y1 {res} .39335379 .38524757 .0034326 .3338927 .14322245 .5023728 {reset}{res} {txt}__000001[1,5] lcavol lweight svi lcp _cons y1 {res} .31858078 .42155968 .20707649 .20920449 .51117695 {reset}r; t=0.00 22:18:24 {com}. . lasso2 $model, partial(lcp) l(50) alpha(0) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4507882 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5237247 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0112634 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0744945 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6399857 0.7616733 {txt}{space 10}gleason {c |}{col 21}{res} 0.0609423 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0029474 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 14}lcp {c |}{col 21}{res} -0.0030316 -0.1060509 {txt}{space 12}_cons {c |}{col 21}{res} 0.0586496 0.1815609 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:24 {com}. mat A = e(b) {txt}r; t=0.00 22:18:24 {com}. lasso2 $model, notpen(lcp) l(50) alpha(0) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.3837782 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5482473 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0099558 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0703588 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.5652077 0.7616733 {txt}{space 14}lcp {c |}{helpb rlasso##notpen:*}{col 21}{res} 0.0512049 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0713396 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0024678 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0555722 0.1815609 {txt}{hline 18}{c BT}{hline 32} {help lasso2##examples_partialling:*Not penalized} r; t=0.01 22:18:24 {com}. mat B = e(b) {txt}r; t=0.00 22:18:24 {com}. comparevec A B {txt}Max rel dif = 0. tolerance = .01 {res} {txt}__000000[1,9] lcavol lweight age lbph svi gleason y1 {res} .45078818 .52372468 -.01126344 .07449453 .63998566 .06094235 {txt} pgg45 lcp _cons y1 {res} .00294737 -.00303156 .05864964 {reset}{res} {txt}__000001[1,9] lcavol lweight age lbph svi lcp y1 {res} .38377815 .54824728 -.00995585 .0703588 .56520769 .05120492 {txt} gleason pgg45 _cons y1 {res} .07133961 .00246784 -.0555722 {reset}r; t=0.00 22:18:24 {com}. . lasso2 $model, lambda(10) partial(age) notpen(svi) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4766231 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5369492 0.6217574 {txt}{space 13}lbph {c |}{col 21}{res} 0.0679604 0.0949255 {txt}{space 14}svi {c |}{helpb rlasso##notpen:*}{col 21}{res} 0.7609147 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0130227 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0012984 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 14}age {c |}{col 21}{res} -0.0127475 -0.0193045 {txt}{space 12}_cons {c |}{col 21}{res} 0.4093655 0.2537330 {txt}{hline 18}{c BT}{hline 32} {help lasso2##examples_partialling:*Not penalized} r; t=0.03 22:18:24 {com}. mat A = e(b) {txt}r; t=0.00 22:18:24 {com}. lasso2 $model, lambda(10) partial(svi) notpen(age) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4865324 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5268282 0.6217574 {txt}{space 14}age {c |}{helpb rlasso##notpen:*}{col 21}{res} -0.0127049 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0663984 0.0949255 {txt}{space 10}gleason {c |}{col 21}{res} 0.0019546 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0016005 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 14}svi {c |}{col 21}{res} 0.7435465 0.6427775 {txt}{space 12}_cons {c |}{col 21}{res} 0.5012872 0.2537330 {txt}{hline 18}{c BT}{hline 32} {help lasso2##examples_partialling:*Not penalized} r; t=0.03 22:18:24 {com}. mat B = e(b) {txt}r; t=0.00 22:18:24 {com}. comparevec A B {txt}Max rel dif = 0. tolerance = .01 {res} {txt}__000000[1,8] lcavol lweight lbph svi gleason pgg45 y1 {res} .47662311 .53694916 .06796039 .76091473 .01302269 .0012984 {txt} age _cons y1 {res} -.01274747 .40936546 {reset}{res} {txt}__000001[1,8] lcavol lweight age lbph gleason pgg45 y1 {res} .48653241 .52682822 -.01270493 .06639838 .00195464 .00160054 {txt} svi _cons y1 {res} .74354647 .50128721 {reset}r; t=0.00 22:18:24 {com}. . ******************************************************************************** . *** penalty loadings vs notpen (see help file) *** . ******************************************************************************** . . lasso2 $model, l(10) notpen(lcavol) unitloadings {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{helpb rlasso##notpen:*}{col 21}{res} 0.6207573 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.2922748 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0129031 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0863802 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.1760504 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0049022 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.2374708 0.5214696 {txt}{hline 18}{c BT}{hline 32} {help lasso2##examples_partialling:*Not penalized} r; t=0.02 22:18:24 {com}. mat A = e(b) {txt}r; t=0.00 22:18:24 {com}. . mat myloadings = (0,1,1,1,1,1,1,1) {txt}r; t=0.00 22:18:24 {com}. lasso2 $model, l(10) ploadings(myloadings) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.6207573 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.2922748 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0129031 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0863802 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.1760504 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0049022 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.2374708 0.5214696 {txt}{hline 18}{c BT}{hline 32} r; t=0.01 22:18:24 {com}. mat B = e(b) {txt}r; t=0.00 22:18:24 {com}. . comparemat A B {txt}mreldif=0. tolerance = .01 {res} {txt}__000000[1,7] lcavol lweight age lbph svi pgg45 y1 {res} .62075729 .29227485 -.01290306 .08638021 .17605041 .00490221 {txt} _cons y1 {res} 1.2374708 {reset}{res} {txt}__000001[1,7] lcavol lweight age lbph svi pgg45 y1 {res} .62075729 .29227485 -.01290306 .08638021 .17605041 .00490221 {txt} _cons y1 {res} 1.2374708 {reset}r; t=0.00 22:18:24 {com}. . . ******************************************************************************** . *** ic option to control display of output *** . ******************************************************************************** . . di as red "should display EBIC (the default):" {res}{err}should display EBIC (the default): {txt}r; t=0.00 22:18:24 {com}. lasso2 $model {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 163.62492{col 25} 0{col 31} 0.00000{col 43} 31.41226{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 149.08894{col 25} 1{col 31} 0.06390{col 43} 26.66962{txt} {res}{col 56} 0.0916{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 9{col 13} 77.73509{col 25} 2{col 31} 0.40800{col 43} -12.63533{txt} {res}{col 56} 0.4221{txt}{col 65}{c |}{res}{col 67}Added svi. 4{txt}{col 7}{c |}{res} 11{col 13} 64.53704{col 25} 3{col 31} 0.60174{col 43} -18.31145{txt} {res}{col 56} 0.4801{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 5{txt}{col 7}{c |}{res} 21{col 13} 25.45474{col 25} 4{col 31} 1.35340{col 43} -42.20238{txt} {res}{col 56} 0.6123{txt}{col 65}{c |}{res}{col 67}Added pgg45. 6{txt}{col 7}{c |}{res} 22{col 13} 23.19341{col 25} 5{col 31} 1.39138{col 43} -38.93672{txt} {res}{col 56} 0.6175{txt}{col 65}{c |}{res}{col 67}Added lbph. 7{txt}{col 7}{c |}{res} 29{col 13} 12.09306{col 25} 6{col 31} 1.58269{col 43} -39.94418{txt} {res}{col 56} 0.6389{txt}{col 65}{c |}{res}{col 67}Added age. 8{txt}{col 7}{c |}{res} 35{col 13} 6.92010{col 25} 7{col 31} 1.71689{col 43} -38.84649{txt} {res}{col 56} 0.6516{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 9{txt}{col 7}{c |}{res} 41{col 13} 3.95993{col 25} 8{col 31} 1.83346{col 43} -35.69248{txt} {res}{col 56} 0.6567{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.10 22:18:25 {com}. sleep 1000 {txt}r; t=0.100 22:18:26 {com}. di as red "should display AIC:" {res}{err}should display AIC: {txt}r; t=0.00 22:18:26 {com}. lasso2 $model , ic(aic) {res} {txt} Knot{c |} ID Lambda s L1-Norm AIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 163.62492{col 25} 0{col 31} 0.00000{col 43} 28.83755{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 149.08894{col 25} 1{col 31} 0.06390{col 43} 21.52020{txt} {res}{col 56} 0.0916{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 9{col 13} 77.73509{col 25} 2{col 31} 0.40800{col 43} -20.35946{txt} {res}{col 56} 0.4221{txt}{col 65}{c |}{res}{col 67}Added svi. 4{txt}{col 7}{c |}{res} 11{col 13} 64.53704{col 25} 3{col 31} 0.60174{col 43} -28.61030{txt} {res}{col 56} 0.4801{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 5{txt}{col 7}{c |}{res} 21{col 13} 25.45474{col 25} 4{col 31} 1.35340{col 43} -55.07593{txt} {res}{col 56} 0.6123{txt}{col 65}{c |}{res}{col 67}Added pgg45. 6{txt}{col 7}{c |}{res} 22{col 13} 23.19341{col 25} 5{col 31} 1.39138{col 43} -54.38498{txt} {res}{col 56} 0.6175{txt}{col 65}{c |}{res}{col 67}Added lbph. 7{txt}{col 7}{c |}{res} 29{col 13} 12.09306{col 25} 6{col 31} 1.58269{col 43} -57.96716{txt} {res}{col 56} 0.6389{txt}{col 65}{c |}{res}{col 67}Added age. 8{txt}{col 7}{c |}{res} 35{col 13} 6.92010{col 25} 7{col 31} 1.71689{col 43} -59.44418{txt} {res}{col 56} 0.6516{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 9{txt}{col 7}{c |}{res} 41{col 13} 3.95993{col 25} 8{col 31} 1.83346{col 43} -58.86488{txt} {res}{col 56} 0.6567{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(aic)}{txt} to run the model selected by AIC.{txt}{p_end} r; t=0.11 22:18:26 {com}. sleep 1000 {txt}r; t=1.00 22:18:27 {com}. di as red "should display AICc:" {res}{err}should display AICc: {txt}r; t=0.00 22:18:27 {com}. lasso2 $model , ic(aicc) {res} {txt} Knot{c |} ID Lambda s L1-Norm AICc{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 163.62492{col 25} 0{col 31} 0.00000{col 43} 28.85838{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 149.08894{col 25} 1{col 31} 0.06390{col 43} 21.60441{txt} {res}{col 56} 0.0916{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 9{col 13} 77.73509{col 25} 2{col 31} 0.40800{col 43} -20.16797{txt} {res}{col 56} 0.4221{txt}{col 65}{c |}{res}{col 67}Added svi. 4{txt}{col 7}{c |}{res} 11{col 13} 64.53704{col 25} 3{col 31} 0.60174{col 43} -28.26621{txt} {res}{col 56} 0.4801{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 5{txt}{col 7}{c |}{res} 21{col 13} 25.45474{col 25} 4{col 31} 1.35340{col 43} -54.53246{txt} {res}{col 56} 0.6123{txt}{col 65}{c |}{res}{col 67}Added pgg45. 6{txt}{col 7}{c |}{res} 22{col 13} 23.19341{col 25} 5{col 31} 1.39138{col 43} -53.59377{txt} {res}{col 56} 0.6175{txt}{col 65}{c |}{res}{col 67}Added lbph. 7{txt}{col 7}{c |}{res} 29{col 13} 12.09306{col 25} 6{col 31} 1.58269{col 43} -56.87827{txt} {res}{col 56} 0.6389{txt}{col 65}{c |}{res}{col 67}Added age. 8{txt}{col 7}{c |}{res} 35{col 13} 6.92010{col 25} 7{col 31} 1.71689{col 43} -58.00598{txt} {res}{col 56} 0.6516{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 9{txt}{col 7}{c |}{res} 41{col 13} 3.95993{col 25} 8{col 31} 1.83346{col 43} -57.02397{txt} {res}{col 56} 0.6567{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(aicc)}{txt} to run the model selected by AICc.{txt}{p_end} r; t=0.11 22:18:27 {com}. sleep 1000 {txt}r; t=1.01 22:18:28 {com}. di as red "should display BIC:" {res}{err}should display BIC: {txt}r; t=0.00 22:18:28 {com}. lasso2 $model , ic(bic) {res} {txt} Knot{c |} ID Lambda s L1-Norm BIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 163.62492{col 25} 0{col 31} 0.00000{col 43} 31.41226{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 149.08894{col 25} 1{col 31} 0.06390{col 43} 26.66962{txt} {res}{col 56} 0.0916{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 9{col 13} 77.73509{col 25} 2{col 31} 0.40800{col 43} -12.63533{txt} {res}{col 56} 0.4221{txt}{col 65}{c |}{res}{col 67}Added svi. 4{txt}{col 7}{c |}{res} 11{col 13} 64.53704{col 25} 3{col 31} 0.60174{col 43} -18.31145{txt} {res}{col 56} 0.4801{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 5{txt}{col 7}{c |}{res} 21{col 13} 25.45474{col 25} 4{col 31} 1.35340{col 43} -42.20238{txt} {res}{col 56} 0.6123{txt}{col 65}{c |}{res}{col 67}Added pgg45. 6{txt}{col 7}{c |}{res} 22{col 13} 23.19341{col 25} 5{col 31} 1.39138{col 43} -38.93672{txt} {res}{col 56} 0.6175{txt}{col 65}{c |}{res}{col 67}Added lbph. 7{txt}{col 7}{c |}{res} 29{col 13} 12.09306{col 25} 6{col 31} 1.58269{col 43} -39.94418{txt} {res}{col 56} 0.6389{txt}{col 65}{c |}{res}{col 67}Added age. 8{txt}{col 7}{c |}{res} 35{col 13} 6.92010{col 25} 7{col 31} 1.71689{col 43} -38.84649{txt} {res}{col 56} 0.6516{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 9{txt}{col 7}{c |}{res} 41{col 13} 3.95993{col 25} 8{col 31} 1.83346{col 43} -35.69248{txt} {res}{col 56} 0.6567{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(bic)}{txt} to run the model selected by BIC.{txt}{p_end} r; t=0.10 22:18:28 {com}. sleep 1000 {txt}r; t=0.99 22:18:29 {com}. di as red "should display EBIC:" {res}{err}should display EBIC: {txt}r; t=0.00 22:18:29 {com}. lasso2 $model , ic(ebic) {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 163.62492{col 25} 0{col 31} 0.00000{col 43} 31.41226{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 149.08894{col 25} 1{col 31} 0.06390{col 43} 26.66962{txt} {res}{col 56} 0.0916{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 9{col 13} 77.73509{col 25} 2{col 31} 0.40800{col 43} -12.63533{txt} {res}{col 56} 0.4221{txt}{col 65}{c |}{res}{col 67}Added svi. 4{txt}{col 7}{c |}{res} 11{col 13} 64.53704{col 25} 3{col 31} 0.60174{col 43} -18.31145{txt} {res}{col 56} 0.4801{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 5{txt}{col 7}{c |}{res} 21{col 13} 25.45474{col 25} 4{col 31} 1.35340{col 43} -42.20238{txt} {res}{col 56} 0.6123{txt}{col 65}{c |}{res}{col 67}Added pgg45. 6{txt}{col 7}{c |}{res} 22{col 13} 23.19341{col 25} 5{col 31} 1.39138{col 43} -38.93672{txt} {res}{col 56} 0.6175{txt}{col 65}{c |}{res}{col 67}Added lbph. 7{txt}{col 7}{c |}{res} 29{col 13} 12.09306{col 25} 6{col 31} 1.58269{col 43} -39.94418{txt} {res}{col 56} 0.6389{txt}{col 65}{c |}{res}{col 67}Added age. 8{txt}{col 7}{c |}{res} 35{col 13} 6.92010{col 25} 7{col 31} 1.71689{col 43} -38.84649{txt} {res}{col 56} 0.6516{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 9{txt}{col 7}{c |}{res} 41{col 13} 3.95993{col 25} 8{col 31} 1.83346{col 43} -35.69248{txt} {res}{col 56} 0.6567{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.10 22:18:29 {com}. . . ******************************************************************************** . *** degrees of freedom calculation *** . ******************************************************************************** . . // replicate dof w/o constant and no standardisation [OK] . lasso2 $model , alpha(0) l(20 .1) long unitload nocons nopath {txt}r; t=0.01 22:18:29 {com}. mat D= e(dof) {txt}r; t=0.00 22:18:29 {com}. mat list e(dof) {res} {txt}e(dof)[2,1] Df r1 {res} 6.6327827 {txt}r2 {res} 7.9881372 {reset}r; t=0.00 22:18:29 {com}. . putmata y=(lpsa) X=(lcavol lweight age lbph svi lcp gleason pgg45 ), replace {res}{txt}(1 vector, 1 matrix posted) r; t=0.00 22:18:29 {com}. mata: df=trace(X*invsym((X'X):+20/2*I(8))*X') {res}{txt}r; t=0.00 22:18:29 {com}. mata: df {res} 6.632782744 {txt}r; t=0.00 22:18:29 {com}. . mata: st_local("df",strofreal(df)) {res}{txt}r; t=0.00 22:18:29 {com}. assert reldif(el(D,1,1),`df')<10^-6 {txt}r; t=0.00 22:18:29 {com}. . // standardisation w/o constant [OK] . lasso2 $model , alpha(0) l(20 .1) long nocons nopath {txt}r; t=0.01 22:18:29 {com}. mat D1 = e(dof) {txt}r; t=0.00 22:18:29 {com}. mat list e(dof) {res} {txt}e(dof)[2,1] Df r1 {res} 6.8825536 {txt}r2 {res} 7.9928451 {reset}r; t=0.00 22:18:29 {com}. lasso2 $model , alpha(0) l(20 .1) long prestd nocons nopath {res}{txt}r; t=0.01 22:18:29 {com}. mat D2 = e(dof) {txt}r; t=0.00 22:18:29 {com}. mat list e(dof) {res} {txt}e(dof)[2,1] Df r1 {res} 6.8825536 {txt}r2 {res} 7.9928451 {reset}r; t=0.00 22:18:29 {com}. comparemat D1 D2 {txt}mreldif=2.86418523492e-15. tolerance = .01 {res} {txt}__000000[2,1] Df r1 {res} 6.8825536 {txt}r2 {res} 7.9928451 {reset}{res} {txt}__000001[2,1] Df r1 {res} 6.8825536 {txt}r2 {res} 7.9928451 {reset}r; t=0.00 22:18:29 {com}. . putmata y=(lpsa) X=(lcavol lweight age lbph svi lcp gleason pgg45 ), replace {res}{txt}(1 vector, 1 matrix posted) r; t=0.00 22:18:29 {com}. mata: s = sqrt(mean((X:-mean(X)):^2)) {res}{txt}r; t=0.00 22:18:29 {com}. mata: ssq = s:^2 {res}{txt}r; t=0.00 22:18:29 {com}. mata: Xs=X:/s {res}{txt}r; t=0.00 22:18:29 {com}. mata: df1=trace(X*invsym((X'X):+20/2*diag(ssq))*X') // "on the fly" standardisation {res}{txt}r; t=0.00 22:18:29 {com}. mata: df2=trace(Xs*invsym((Xs'Xs):+20/2*I(8))*Xs') // pre-standardisation {res}{txt}r; t=0.00 22:18:29 {com}. mata: df1,df2 {res} {txt} 1 2 {c TLC}{hline 29}{c TRC} 1 {c |} {res}6.882553589 6.882553589{txt} {c |} {c BLC}{hline 29}{c BRC} r; t=0.00 22:18:29 {com}. mata: st_local("df1",strofreal(df1)) {res}{txt}r; t=0.00 22:18:29 {com}. mata: st_local("df2",strofreal(df2)) {res}{txt}r; t=0.00 22:18:29 {com}. assert reldif(el(D1,1,1),`df1')<10^-6 {txt}r; t=0.00 22:18:29 {com}. assert reldif(el(D1,1,1),`df2')<10^-6 {txt}r; t=0.00 22:18:29 {com}. assert reldif(`df1',`df2')<10^-6 {txt}r; t=0.00 22:18:29 {com}. . // dof with constant and no standardisation [OK] . lasso2 $model , alpha(0) l(20 .1) long unitload nopath {txt}r; t=0.01 22:18:29 {com}. mat list e(dof) {res} {txt}e(dof)[2,1] Df r1 {res} 7.3789734 {txt}r2 {res} 8.985559 {reset}r; t=0.00 22:18:29 {com}. mat D = e(dof) {txt}r; t=0.00 22:18:29 {com}. . putmata y=(lpsa) X=(lcavol lweight age lbph svi lcp gleason pgg45 ), replace {res}{txt}(1 vector, 1 matrix posted) r; t=0.00 22:18:29 {com}. mata: Xone=(X,J(97,1,1)) {res}{txt}r; t=0.00 22:18:29 {com}. mata: Psicons = I(9) {res}{txt}r; t=0.00 22:18:29 {com}. mata: Psicons[9,9]=0 {res}{txt}r; t=0.00 22:18:29 {com}. mata: Xdm = X :- mean(X) {res}{txt}r; t=0.00 22:18:29 {com}. mata: trace(X*invsym((X'X):+20/2*I(8))*X') // this is wrong (ignores constant) {res} 6.632782744 {txt}r; t=0.00 22:18:29 {com}. mata: trace(Xdm*invsym((Xdm'Xdm):+20/2*I(8))*Xdm') // this is correct but missing the constant {res} 6.378973447 {txt}r; t=0.00 22:18:29 {com}. mata: trace(Xone*invsym((Xone'Xone):+20/2*Psicons)*Xone') // this is correct (incl constant) {res} 7.378973447 {txt}r; t=0.00 22:18:29 {com}. mata: df1=trace(Xone*invsym((Xone'Xone):+20/2*Psicons)*Xone') // this should be correct {res}{txt}r; t=0.00 22:18:29 {com}. mata: df2=trace(Xdm*invsym((Xdm'Xdm):+20/2*I(8))*Xdm')+1 // this is correct after +1 for constant {res}{txt}r; t=0.00 22:18:29 {com}. mata: df1,df2 {res} {txt} 1 2 {c TLC}{hline 29}{c TRC} 1 {c |} {res}7.378973447 7.378973447{txt} {c |} {c BLC}{hline 29}{c BRC} r; t=0.00 22:18:29 {com}. mata: st_local("df1",strofreal(df1)) {res}{txt}r; t=0.00 22:18:29 {com}. mata: st_local("df2",strofreal(df2)) {res}{txt}r; t=0.00 22:18:29 {com}. assert reldif(el(D,1,1),`df1')<10^-6 {txt}r; t=0.00 22:18:29 {com}. assert reldif(el(D,1,1),`df2')<10^-6 {txt}r; t=0.00 22:18:29 {com}. assert reldif(`df1',`df2')<10^-6 {txt}r; t=0.00 22:18:29 {com}. . // standardisation w/ constant [OK] . lasso2 $model , alpha(0) l(20 10 1 .1) long nopath {txt}r; t=0.01 22:18:29 {com}. mat list e(dof) {res} {txt}e(dof)[4,1] Df r1 {res} 7.6831377 {txt}r2 {res} 8.2551869 {txt}r3 {res} 8.9149466 {txt}r4 {res} 8.991368 {reset}r; t=0.00 22:18:29 {com}. mat D1 = e(dof) {txt}r; t=0.00 22:18:29 {com}. lasso2 $model , alpha(0) l(20 10 1 .1) long prestd nopath {res}{txt}r; t=0.05 22:18:29 {com}. mat list e(dof) {res} {txt}e(dof)[4,1] Df r1 {res} 7.6831377 {txt}r2 {res} 8.2551869 {txt}r3 {res} 8.9149466 {txt}r4 {res} 8.991368 {reset}r; t=0.00 22:18:29 {com}. mat D2 = e(dof) {txt}r; t=0.00 22:18:29 {com}. comparemat D1 D2 {txt}mreldif=1.02287727160e-16. tolerance = .01 {res} {txt}__000000[4,1] Df r1 {res} 7.6831377 {txt}r2 {res} 8.2551869 {txt}r3 {res} 8.9149466 {txt}r4 {res} 8.991368 {reset}{res} {txt}__000001[4,1] Df r1 {res} 7.6831377 {txt}r2 {res} 8.2551869 {txt}r3 {res} 8.9149466 {txt}r4 {res} 8.991368 {reset}r; t=0.00 22:18:29 {com}. . putmata y=(lpsa) X=(lcavol lweight age lbph svi lcp gleason pgg45), replace {res}{txt}(1 vector, 1 matrix posted) r; t=0.00 22:18:29 {com}. mata: s = sqrt(mean((X:-mean(X)):^2)) {res}{txt}r; t=0.00 22:18:29 {com}. mata: ssq = s:^2 {res}{txt}r; t=0.00 22:18:29 {com}. mata: Xs=(X:-mean(X)):/s {res}{txt}r; t=0.00 22:18:29 {com}. mata: Xone=(X,J(97,1,1)) {res}{txt}r; t=0.00 22:18:29 {com}. mata: df1=trace(Xdm*invsym((Xdm'Xdm):+20/2*diag(ssq))*Xdm') +1 {res}{txt}r; t=0.00 22:18:29 {com}. mata: df2=trace(Xs*invsym((Xs'Xs):+20/2*I(8))*Xs') +1 {res}{txt}r; t=0.00 22:18:29 {com}. mata: df1,df2 {res} {txt} 1 2 {c TLC}{hline 29}{c TRC} 1 {c |} {res}7.683137698 7.683137698{txt} {c |} {c BLC}{hline 29}{c BRC} r; t=0.00 22:18:29 {com}. mata: st_local("df1",strofreal(df1)) {res}{txt}r; t=0.00 22:18:29 {com}. mata: st_local("df2",strofreal(df2)) {res}{txt}r; t=0.00 22:18:29 {com}. assert reldif(el(D1,1,1),`df1')<10^-6 {txt}r; t=0.00 22:18:29 {com}. assert reldif(el(D1,1,1),`df2')<10^-6 {txt}r; t=0.00 22:18:29 {com}. assert reldif(`df1',`df2')<10^-6 {txt}r; t=0.00 22:18:29 {com}. . ******************************************************************************** . *** lic option *** . ******************************************************************************** . . * check that right lambda is used . foreach ic of newlist ebic aic aicc bic {c -(} {txt} 2{com}. lasso2 $model {txt} 3{com}. local optlambda=e(l`ic') {txt} 4{com}. lasso2, lic(`ic') postres {txt} 5{com}. local thislambda=e(lambda) {txt} 6{com}. assert reldif(`optlambda',`thislambda')<10^-8 {txt} 7{com}. {c )-} {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 163.62492{col 25} 0{col 31} 0.00000{col 43} 31.41226{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 149.08894{col 25} 1{col 31} 0.06390{col 43} 26.66962{txt} {res}{col 56} 0.0916{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 9{col 13} 77.73509{col 25} 2{col 31} 0.40800{col 43} -12.63533{txt} {res}{col 56} 0.4221{txt}{col 65}{c |}{res}{col 67}Added svi. 4{txt}{col 7}{c |}{res} 11{col 13} 64.53704{col 25} 3{col 31} 0.60174{col 43} -18.31145{txt} {res}{col 56} 0.4801{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 5{txt}{col 7}{c |}{res} 21{col 13} 25.45474{col 25} 4{col 31} 1.35340{col 43} -42.20238{txt} {res}{col 56} 0.6123{txt}{col 65}{c |}{res}{col 67}Added pgg45. 6{txt}{col 7}{c |}{res} 22{col 13} 23.19341{col 25} 5{col 31} 1.39138{col 43} -38.93672{txt} {res}{col 56} 0.6175{txt}{col 65}{c |}{res}{col 67}Added lbph. 7{txt}{col 7}{c |}{res} 29{col 13} 12.09306{col 25} 6{col 31} 1.58269{col 43} -39.94418{txt} {res}{col 56} 0.6389{txt}{col 65}{c |}{res}{col 67}Added age. 8{txt}{col 7}{c |}{res} 35{col 13} 6.92010{col 25} 7{col 31} 1.71689{col 43} -38.84649{txt} {res}{col 56} 0.6516{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 9{txt}{col 7}{c |}{res} 41{col 13} 3.95993{col 25} 8{col 31} 1.83346{col 43} -35.69248{txt} {res}{col 56} 0.6567{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} Use lambda=27.93654463358689 (selected by EBIC). {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4725389 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.3989102 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.4400748 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.2975585 -0.7771568 {txt}{hline 18}{c BT}{hline 32} {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 163.62492{col 25} 0{col 31} 0.00000{col 43} 31.41226{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 149.08894{col 25} 1{col 31} 0.06390{col 43} 26.66962{txt} {res}{col 56} 0.0916{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 9{col 13} 77.73509{col 25} 2{col 31} 0.40800{col 43} -12.63533{txt} {res}{col 56} 0.4221{txt}{col 65}{c |}{res}{col 67}Added svi. 4{txt}{col 7}{c |}{res} 11{col 13} 64.53704{col 25} 3{col 31} 0.60174{col 43} -18.31145{txt} {res}{col 56} 0.4801{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 5{txt}{col 7}{c |}{res} 21{col 13} 25.45474{col 25} 4{col 31} 1.35340{col 43} -42.20238{txt} {res}{col 56} 0.6123{txt}{col 65}{c |}{res}{col 67}Added pgg45. 6{txt}{col 7}{c |}{res} 22{col 13} 23.19341{col 25} 5{col 31} 1.39138{col 43} -38.93672{txt} {res}{col 56} 0.6175{txt}{col 65}{c |}{res}{col 67}Added lbph. 7{txt}{col 7}{c |}{res} 29{col 13} 12.09306{col 25} 6{col 31} 1.58269{col 43} -39.94418{txt} {res}{col 56} 0.6389{txt}{col 65}{c |}{res}{col 67}Added age. 8{txt}{col 7}{c |}{res} 35{col 13} 6.92010{col 25} 7{col 31} 1.71689{col 43} -38.84649{txt} {res}{col 56} 0.6516{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 9{txt}{col 7}{c |}{res} 41{col 13} 3.95993{col 25} 8{col 31} 1.83346{col 43} -35.69248{txt} {res}{col 56} 0.6567{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} Use lambda=7.594796178345335 (selected by AIC). {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5057140 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5386738 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0073599 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0585468 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5854749 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022134 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1243026 0.5214696 {txt}{hline 18}{c BT}{hline 32} {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 163.62492{col 25} 0{col 31} 0.00000{col 43} 31.41226{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 149.08894{col 25} 1{col 31} 0.06390{col 43} 26.66962{txt} {res}{col 56} 0.0916{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 9{col 13} 77.73509{col 25} 2{col 31} 0.40800{col 43} -12.63533{txt} {res}{col 56} 0.4221{txt}{col 65}{c |}{res}{col 67}Added svi. 4{txt}{col 7}{c |}{res} 11{col 13} 64.53704{col 25} 3{col 31} 0.60174{col 43} -18.31145{txt} {res}{col 56} 0.4801{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 5{txt}{col 7}{c |}{res} 21{col 13} 25.45474{col 25} 4{col 31} 1.35340{col 43} -42.20238{txt} {res}{col 56} 0.6123{txt}{col 65}{c |}{res}{col 67}Added pgg45. 6{txt}{col 7}{c |}{res} 22{col 13} 23.19341{col 25} 5{col 31} 1.39138{col 43} -38.93672{txt} {res}{col 56} 0.6175{txt}{col 65}{c |}{res}{col 67}Added lbph. 7{txt}{col 7}{c |}{res} 29{col 13} 12.09306{col 25} 6{col 31} 1.58269{col 43} -39.94418{txt} {res}{col 56} 0.6389{txt}{col 65}{c |}{res}{col 67}Added age. 8{txt}{col 7}{c |}{res} 35{col 13} 6.92010{col 25} 7{col 31} 1.71689{col 43} -38.84649{txt} {res}{col 56} 0.6516{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 9{txt}{col 7}{c |}{res} 41{col 13} 3.95993{col 25} 8{col 31} 1.83346{col 43} -35.69248{txt} {res}{col 56} 0.6567{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} Use lambda=7.594796178345335 (selected by AICC). {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5057140 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5386738 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0073599 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0585468 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5854749 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022134 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1243026 0.5214696 {txt}{hline 18}{c BT}{hline 32} {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 163.62492{col 25} 0{col 31} 0.00000{col 43} 31.41226{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 149.08894{col 25} 1{col 31} 0.06390{col 43} 26.66962{txt} {res}{col 56} 0.0916{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 9{col 13} 77.73509{col 25} 2{col 31} 0.40800{col 43} -12.63533{txt} {res}{col 56} 0.4221{txt}{col 65}{c |}{res}{col 67}Added svi. 4{txt}{col 7}{c |}{res} 11{col 13} 64.53704{col 25} 3{col 31} 0.60174{col 43} -18.31145{txt} {res}{col 56} 0.4801{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 5{txt}{col 7}{c |}{res} 21{col 13} 25.45474{col 25} 4{col 31} 1.35340{col 43} -42.20238{txt} {res}{col 56} 0.6123{txt}{col 65}{c |}{res}{col 67}Added pgg45. 6{txt}{col 7}{c |}{res} 22{col 13} 23.19341{col 25} 5{col 31} 1.39138{col 43} -38.93672{txt} {res}{col 56} 0.6175{txt}{col 65}{c |}{res}{col 67}Added lbph. 7{txt}{col 7}{c |}{res} 29{col 13} 12.09306{col 25} 6{col 31} 1.58269{col 43} -39.94418{txt} {res}{col 56} 0.6389{txt}{col 65}{c |}{res}{col 67}Added age. 8{txt}{col 7}{c |}{res} 35{col 13} 6.92010{col 25} 7{col 31} 1.71689{col 43} -38.84649{txt} {res}{col 56} 0.6516{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 9{txt}{col 7}{c |}{res} 41{col 13} 3.95993{col 25} 8{col 31} 1.83346{col 43} -35.69248{txt} {res}{col 56} 0.6567{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} Use lambda=27.93654463358689 (selected by BIC). {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4725389 0.5258519 {txt}{space 10}lweight {c |}{col 21}{res} 0.3989102 0.6617699 {txt}{space 14}svi {c |}{col 21}{res} 0.4400748 0.6656665 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.2975585 -0.7771568 {txt}{hline 18}{c BT}{hline 32} r; t=0.47 22:18:30 {com}. * . . ******************************************************************************** . *** predicted values (see help file) *** . ******************************************************************************** . . // xbhat1 is generated by re-estimating the model for lambda=10. The noisily . // option triggers the display of the . // estimation results. xbhat2 is generated by linear approximation using the . // two beta estimates closest to . // lambda=10. . . * load example data . insheet using "$prostate", tab clear {txt}(11 vars, 97 obs) r; t=0.53 22:18:30 {com}. global model lpsa lcavol lweight age lbph svi lcp gleason pgg45 {txt}r; t=0.00 22:18:30 {com}. . lasso2 $model {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 163.62492{col 25} 0{col 31} 0.00000{col 43} 31.41226{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 149.08894{col 25} 1{col 31} 0.06390{col 43} 26.66962{txt} {res}{col 56} 0.0916{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 9{col 13} 77.73509{col 25} 2{col 31} 0.40800{col 43} -12.63533{txt} {res}{col 56} 0.4221{txt}{col 65}{c |}{res}{col 67}Added svi. 4{txt}{col 7}{c |}{res} 11{col 13} 64.53704{col 25} 3{col 31} 0.60174{col 43} -18.31145{txt} {res}{col 56} 0.4801{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 5{txt}{col 7}{c |}{res} 21{col 13} 25.45474{col 25} 4{col 31} 1.35340{col 43} -42.20238{txt} {res}{col 56} 0.6123{txt}{col 65}{c |}{res}{col 67}Added pgg45. 6{txt}{col 7}{c |}{res} 22{col 13} 23.19341{col 25} 5{col 31} 1.39138{col 43} -38.93672{txt} {res}{col 56} 0.6175{txt}{col 65}{c |}{res}{col 67}Added lbph. 7{txt}{col 7}{c |}{res} 29{col 13} 12.09306{col 25} 6{col 31} 1.58269{col 43} -39.94418{txt} {res}{col 56} 0.6389{txt}{col 65}{c |}{res}{col 67}Added age. 8{txt}{col 7}{c |}{res} 35{col 13} 6.92010{col 25} 7{col 31} 1.71689{col 43} -38.84649{txt} {res}{col 56} 0.6516{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 9{txt}{col 7}{c |}{res} 41{col 13} 3.95993{col 25} 8{col 31} 1.83346{col 43} -35.69248{txt} {res}{col 56} 0.6567{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.10 22:18:30 {com}. cap drop xbhat1 {txt}r; t=0.00 22:18:30 {com}. predict double xbhat1, xb l(10) noisily {txt}Re-estimate model with lambda=10. {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5000819 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5144276 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0036627 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0468469 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5695171 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017981 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0014767 0.5214696 {txt}{hline 18}{c BT}{hline 32} Use e(b). Beta used for predict: {res}{txt} lcavol lweight age lbph svi pgg45 y1 {res} .50008192 .5144276 -.00366265 .04684694 .56951709 .00179809 {txt} _cons y1 {res} -.00147665 {reset}r; t=0.06 22:18:30 {com}. cap drop xbhat2 {txt}r; t=0.00 22:18:30 {com}. predict double xbhat2, xb l(10) approx {txt}Use linear approximation based on two closest lambda values. r; t=0.00 22:18:30 {com}. . // The model is estimated explicitly using lambda=100. If lasso2 is . //called with a scalar lambda value, the . // subsequent predict command requires no lambda() option. . lasso2 $model, lambda(10) {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5000819 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5144276 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0036627 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0468469 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5695171 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017981 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0014767 0.5214696 {txt}{hline 18}{c BT}{hline 32} r; t=0.01 22:18:30 {com}. cap drop xbhat3 {txt}r; t=0.00 22:18:30 {com}. predict double xbhat3, xb {txt}Use e(b) from previous lasso2 estimation (lambda=10). r; t=0.00 22:18:30 {com}. . // All three methods yield the same results. However note that the linear . // approximation is only exact for the lasso . // which is piecewise linear. . assert (xbhat1-xbhat2<10e-8) & (xbhat3-xbhat2<10e-8) {txt}r; t=0.00 22:18:30 {com}. . //It is also possible to obtain predicted values by referencing a specific . // lambda ID using the lid() option. . lasso2 $model {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 163.62492{col 25} 0{col 31} 0.00000{col 43} 31.41226{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 149.08894{col 25} 1{col 31} 0.06390{col 43} 26.66962{txt} {res}{col 56} 0.0916{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 9{col 13} 77.73509{col 25} 2{col 31} 0.40800{col 43} -12.63533{txt} {res}{col 56} 0.4221{txt}{col 65}{c |}{res}{col 67}Added svi. 4{txt}{col 7}{c |}{res} 11{col 13} 64.53704{col 25} 3{col 31} 0.60174{col 43} -18.31145{txt} {res}{col 56} 0.4801{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 5{txt}{col 7}{c |}{res} 21{col 13} 25.45474{col 25} 4{col 31} 1.35340{col 43} -42.20238{txt} {res}{col 56} 0.6123{txt}{col 65}{c |}{res}{col 67}Added pgg45. 6{txt}{col 7}{c |}{res} 22{col 13} 23.19341{col 25} 5{col 31} 1.39138{col 43} -38.93672{txt} {res}{col 56} 0.6175{txt}{col 65}{c |}{res}{col 67}Added lbph. 7{txt}{col 7}{c |}{res} 29{col 13} 12.09306{col 25} 6{col 31} 1.58269{col 43} -39.94418{txt} {res}{col 56} 0.6389{txt}{col 65}{c |}{res}{col 67}Added age. 8{txt}{col 7}{c |}{res} 35{col 13} 6.92010{col 25} 7{col 31} 1.71689{col 43} -38.84649{txt} {res}{col 56} 0.6516{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 9{txt}{col 7}{c |}{res} 41{col 13} 3.95993{col 25} 8{col 31} 1.83346{col 43} -35.69248{txt} {res}{col 56} 0.6567{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.11 22:18:30 {com}. cap drop xbhat4 {txt}r; t=0.00 22:18:30 {com}. predict double xbhat4, xb lid(21) {txt}Use lambda with id=21. lambda=25.45473900468241. r; t=0.00 22:18:30 {com}. cap drop xbhat5 {txt}r; t=0.00 22:18:30 {com}. predict double xbhat5, xb l(25.45473900468241) {txt}Re-estimate model with lambda=25.45473900468. {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4757199 0.5067548 {txt}{space 10}lweight {c |}{col 21}{res} 0.4225325 0.6650921 {txt}{space 14}svi {c |}{col 21}{res} 0.4549056 0.6016864 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0002422 0.0029746 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1984234 -0.8221054 {txt}{hline 18}{c BT}{hline 32} Use e(b). r; t=0.02 22:18:30 {com}. assert (xbhat4-xbhat5<10e-8) {txt}r; t=0.00 22:18:30 {com}. . . ******************************************************************************** . *** misc options/syntax checks *** . ******************************************************************************** . . // Support for inrange(.) and similar [if] expressions: . lasso2 $model if inrange(age,50,70) {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 132.46591{col 25} 0{col 31} 0.00000{col 43} 28.38569{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 120.69800{col 25} 1{col 31} 0.06486{col 43} 25.38938{txt} {res}{col 56} 0.0900{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 8{col 13} 69.06784{col 25} 2{col 31} 0.40294{col 43} -2.01859{txt} {res}{col 56} 0.3944{txt}{col 65}{c |}{res}{col 67}Added svi. 4{txt}{col 7}{c |}{res} 11{col 13} 52.24729{col 25} 3{col 31} 0.64125{col 43} -8.91799{txt} {res}{col 56} 0.4758{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 5{txt}{col 7}{c |}{res} 14{col 13} 39.52316{col 25} 4{col 31} 0.95471{col 43} -15.22169{txt} {res}{col 56} 0.5427{txt}{col 65}{c |}{res}{col 67}Added pgg45. 6{txt}{col 7}{c |}{res} 16{col 13} 32.81282{col 25} 5{col 31} 1.11970{col 43} -16.62960{txt} {res}{col 56} 0.5753{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 7{txt}{col 7}{c |}{res} 24{col 13} 15.58875{col 25} 6{col 31} 1.60389{col 43} -23.94188{txt} {res}{col 56} 0.6343{txt}{col 65}{c |}{res}{col 67}Added lbph. 8{txt}{col 7}{c |}{res} 43{col 13} 2.66155{col 25} 7{col 31} 1.98680{col 43} -24.21442{txt} {res}{col 56} 0.6554{txt}{col 65}{c |}{res}{col 67}Added lcp. 9{txt}{col 7}{c |}{res} 48{col 13} 1.67153{col 25} 8{col 31} 2.08649{col 43} -20.33461{txt} {res}{col 56} 0.6575{txt}{col 65}{c |}{res}{col 67}Added age. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.10 22:18:31 {com}. . . ******************************************************************************** . *** plotting *** . ******************************************************************************** . . lasso2 $model {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 163.62492{col 25} 0{col 31} 0.00000{col 43} 31.41226{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 149.08894{col 25} 1{col 31} 0.06390{col 43} 26.66962{txt} {res}{col 56} 0.0916{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 9{col 13} 77.73509{col 25} 2{col 31} 0.40800{col 43} -12.63533{txt} {res}{col 56} 0.4221{txt}{col 65}{c |}{res}{col 67}Added svi. 4{txt}{col 7}{c |}{res} 11{col 13} 64.53704{col 25} 3{col 31} 0.60174{col 43} -18.31145{txt} {res}{col 56} 0.4801{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 5{txt}{col 7}{c |}{res} 21{col 13} 25.45474{col 25} 4{col 31} 1.35340{col 43} -42.20238{txt} {res}{col 56} 0.6123{txt}{col 65}{c |}{res}{col 67}Added pgg45. 6{txt}{col 7}{c |}{res} 22{col 13} 23.19341{col 25} 5{col 31} 1.39138{col 43} -38.93672{txt} {res}{col 56} 0.6175{txt}{col 65}{c |}{res}{col 67}Added lbph. 7{txt}{col 7}{c |}{res} 29{col 13} 12.09306{col 25} 6{col 31} 1.58269{col 43} -39.94418{txt} {res}{col 56} 0.6389{txt}{col 65}{c |}{res}{col 67}Added age. 8{txt}{col 7}{c |}{res} 35{col 13} 6.92010{col 25} 7{col 31} 1.71689{col 43} -38.84649{txt} {res}{col 56} 0.6516{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 9{txt}{col 7}{c |}{res} 41{col 13} 3.95993{col 25} 8{col 31} 1.83346{col 43} -35.69248{txt} {res}{col 56} 0.6567{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=0.10 22:18:31 {com}. . lasso2, plotpath(lambda) plotlabel plotopt(legend(off)) {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 163.62492{col 25} 0{col 31} 0.00000{col 43} 31.41226{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 149.08894{col 25} 1{col 31} 0.06390{col 43} 26.66962{txt} {res}{col 56} 0.0916{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 9{col 13} 77.73509{col 25} 2{col 31} 0.40800{col 43} -12.63533{txt} {res}{col 56} 0.4221{txt}{col 65}{c |}{res}{col 67}Added svi. 4{txt}{col 7}{c |}{res} 11{col 13} 64.53704{col 25} 3{col 31} 0.60174{col 43} -18.31145{txt} {res}{col 56} 0.4801{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 5{txt}{col 7}{c |}{res} 21{col 13} 25.45474{col 25} 4{col 31} 1.35340{col 43} -42.20238{txt} {res}{col 56} 0.6123{txt}{col 65}{c |}{res}{col 67}Added pgg45. 6{txt}{col 7}{c |}{res} 22{col 13} 23.19341{col 25} 5{col 31} 1.39138{col 43} -38.93672{txt} {res}{col 56} 0.6175{txt}{col 65}{c |}{res}{col 67}Added lbph. 7{txt}{col 7}{c |}{res} 29{col 13} 12.09306{col 25} 6{col 31} 1.58269{col 43} -39.94418{txt} {res}{col 56} 0.6389{txt}{col 65}{c |}{res}{col 67}Added age. 8{txt}{col 7}{c |}{res} 35{col 13} 6.92010{col 25} 7{col 31} 1.71689{col 43} -38.84649{txt} {res}{col 56} 0.6516{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 9{txt}{col 7}{c |}{res} 41{col 13} 3.95993{col 25} 8{col 31} 1.83346{col 43} -35.69248{txt} {res}{col 56} 0.6567{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res}{txt}r; t=3.04 22:18:34 {com}. . lasso2, plotpath(lnlambda) plotlabel plotopt(legend(off)) {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 163.62492{col 25} 0{col 31} 0.00000{col 43} 31.41226{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 149.08894{col 25} 1{col 31} 0.06390{col 43} 26.66962{txt} {res}{col 56} 0.0916{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 9{col 13} 77.73509{col 25} 2{col 31} 0.40800{col 43} -12.63533{txt} {res}{col 56} 0.4221{txt}{col 65}{c |}{res}{col 67}Added svi. 4{txt}{col 7}{c |}{res} 11{col 13} 64.53704{col 25} 3{col 31} 0.60174{col 43} -18.31145{txt} {res}{col 56} 0.4801{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 5{txt}{col 7}{c |}{res} 21{col 13} 25.45474{col 25} 4{col 31} 1.35340{col 43} -42.20238{txt} {res}{col 56} 0.6123{txt}{col 65}{c |}{res}{col 67}Added pgg45. 6{txt}{col 7}{c |}{res} 22{col 13} 23.19341{col 25} 5{col 31} 1.39138{col 43} -38.93672{txt} {res}{col 56} 0.6175{txt}{col 65}{c |}{res}{col 67}Added lbph. 7{txt}{col 7}{c |}{res} 29{col 13} 12.09306{col 25} 6{col 31} 1.58269{col 43} -39.94418{txt} {res}{col 56} 0.6389{txt}{col 65}{c |}{res}{col 67}Added age. 8{txt}{col 7}{c |}{res} 35{col 13} 6.92010{col 25} 7{col 31} 1.71689{col 43} -38.84649{txt} {res}{col 56} 0.6516{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 9{txt}{col 7}{c |}{res} 41{col 13} 3.95993{col 25} 8{col 31} 1.83346{col 43} -35.69248{txt} {res}{col 56} 0.6567{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res}{txt}(68 real changes made) {res}{txt}r; t=0.98 22:18:35 {com}. . lasso2, plotpath(norm) plotlabel plotopt(legend(off)) {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 163.62492{col 25} 0{col 31} 0.00000{col 43} 31.41226{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 149.08894{col 25} 1{col 31} 0.06390{col 43} 26.66962{txt} {res}{col 56} 0.0916{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 9{col 13} 77.73509{col 25} 2{col 31} 0.40800{col 43} -12.63533{txt} {res}{col 56} 0.4221{txt}{col 65}{c |}{res}{col 67}Added svi. 4{txt}{col 7}{c |}{res} 11{col 13} 64.53704{col 25} 3{col 31} 0.60174{col 43} -18.31145{txt} {res}{col 56} 0.4801{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 5{txt}{col 7}{c |}{res} 21{col 13} 25.45474{col 25} 4{col 31} 1.35340{col 43} -42.20238{txt} {res}{col 56} 0.6123{txt}{col 65}{c |}{res}{col 67}Added pgg45. 6{txt}{col 7}{c |}{res} 22{col 13} 23.19341{col 25} 5{col 31} 1.39138{col 43} -38.93672{txt} {res}{col 56} 0.6175{txt}{col 65}{c |}{res}{col 67}Added lbph. 7{txt}{col 7}{c |}{res} 29{col 13} 12.09306{col 25} 6{col 31} 1.58269{col 43} -39.94418{txt} {res}{col 56} 0.6389{txt}{col 65}{c |}{res}{col 67}Added age. 8{txt}{col 7}{c |}{res} 35{col 13} 6.92010{col 25} 7{col 31} 1.71689{col 43} -38.84649{txt} {res}{col 56} 0.6516{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 9{txt}{col 7}{c |}{res} 41{col 13} 3.95993{col 25} 8{col 31} 1.83346{col 43} -35.69248{txt} {res}{col 56} 0.6567{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res}{txt}r; t=0.100 22:18:36 {com}. . lasso2, plotpath(norm) plotlabel plotopt(legend(off)) plotvar(lcavol) {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 163.62492{col 25} 0{col 31} 0.00000{col 43} 31.41226{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 149.08894{col 25} 1{col 31} 0.06390{col 43} 26.66962{txt} {res}{col 56} 0.0916{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lcavol. 3{txt}{col 7}{c |}{res} 9{col 13} 77.73509{col 25} 2{col 31} 0.40800{col 43} -12.63533{txt} {res}{col 56} 0.4221{txt}{col 65}{c |}{res}{col 67}Added svi. 4{txt}{col 7}{c |}{res} 11{col 13} 64.53704{col 25} 3{col 31} 0.60174{col 43} -18.31145{txt} {res}{col 56} 0.4801{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight. 5{txt}{col 7}{c |}{res} 21{col 13} 25.45474{col 25} 4{col 31} 1.35340{col 43} -42.20238{txt} {res}{col 56} 0.6123{txt}{col 65}{c |}{res}{col 67}Added pgg45. 6{txt}{col 7}{c |}{res} 22{col 13} 23.19341{col 25} 5{col 31} 1.39138{col 43} -38.93672{txt} {res}{col 56} 0.6175{txt}{col 65}{c |}{res}{col 67}Added lbph. 7{txt}{col 7}{c |}{res} 29{col 13} 12.09306{col 25} 6{col 31} 1.58269{col 43} -39.94418{txt} {res}{col 56} 0.6389{txt}{col 65}{c |}{res}{col 67}Added age. 8{txt}{col 7}{c |}{res} 35{col 13} 6.92010{col 25} 7{col 31} 1.71689{col 43} -38.84649{txt} {res}{col 56} 0.6516{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. 9{txt}{col 7}{c |}{res} 41{col 13} 3.95993{col 25} 8{col 31} 1.83346{col 43} -35.69248{txt} {res}{col 56} 0.6567{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res}{txt}r; t=0.78 22:18:36 {com}. . ******************************************************************************** . *** validate RSS / r-squared *** . ******************************************************************************** . . // loop over three mehods. "nopath" corresponds to default standardisation on the fly. . // "nopath" is just a placeholder that doesn't affect calculations. . foreach method in prestd unitl nopath {c -(} {txt} 2{com}. foreach a of numlist 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 {c -(} {txt} 3{com}. lasso2 $model, alpha(`a') l(10) `method' {txt} 4{com}. cap drop xb {txt} 5{com}. cap drop r {txt} 6{com}. predict double xb, xb {txt} 7{com}. predict double r, r {txt} 8{com}. . sum lpsa {txt} 9{com}. di r(sd)^2*98 {txt} 10{com}. local tss=r(sd)^2*98 {txt} 11{com}. sum xb {txt} 12{com}. di r(sd)^2*98 {txt} 13{com}. local ess=r(sd)^2*98 {txt} 14{com}. sum r {txt} 15{com}. di r(sd)^2*98 {txt} 16{com}. local rss=r(sd)^2*98 {txt} 17{com}. . di "r-squared" {txt} 18{com}. local rsq = 1-`rss'/`tss' {txt} 19{com}. di `rsq' {txt} 20{com}. . lasso2 $model, alpha(`a') l(10 0.1) `method' {txt} 21{com}. mat list e(rsq) {txt} 22{com}. mat RSQ = e(rsq) {txt} 23{com}. di el(RSQ,1,1) {txt} 24{com}. di reldif(`rsq',el(RSQ,1,1)) {txt} 25{com}. assert reldif(`rsq',el(RSQ,1,1))<10^(-3) {txt} 26{com}. {c )-} {txt} 27{com}. {c )-} {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5105488 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6100509 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0178941 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0886328 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7046133 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0554655 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0607886 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0036299 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0477573 0.1815609 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .9068329 .556724 4.620687 80.58989 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 -6.18e-17 .6719764 -1.745183 1.56272 44.252123 r-squared .6611178 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 8{col 31} 2.05162{col 43} -40.36132{txt} {res}{col 56} 0.6611{txt}{col 65}{c |}{res}{col 67}All {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}selected. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .6611178 {txt}r2 {res} .66338924 {reset}.6611178 0 {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5050524 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6005836 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0163864 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0846536 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6795890 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0390389 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0523956 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0033160 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0663339 0.1815609 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .901502 .5819142 4.592524 79.645171 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 3.20e-17 .6731939 -1.742858 1.554802 44.412619 r-squared .65988871 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 8{col 31} 1.98102{col 43} -39.71132{txt} {res}{col 56} 0.6599{txt}{col 65}{c |}{res}{col 67}All {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}selected. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .65988871 {txt}r2 {res} .66338908 {reset}.65988871 0 {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4992808 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5910221 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0148419 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0805928 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6536565 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0219747 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0439151 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0029901 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0844730 0.1815609 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8963413 .6076587 4.563619 78.735908 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 -1.45e-16 .6748858 -1.740599 1.546481 44.636145 r-squared .65817695 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 8{col 31} 1.90827{col 43} -38.91745{txt} {res}{col 56} 0.6582{txt}{col 65}{c |}{res}{col 67}All {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}selected. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .65817695 {txt}r2 {res} .66338887 {reset}.65817695 6.695e-17 {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4932148 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5813684 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0132588 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0764468 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6267666 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0042353 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0353515 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0026511 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1020996 0.1815609 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .891378 .6339833 4.533936 77.86636 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 6.64e-17 .6770922 -1.738412 1.537726 44.928481 r-squared .65593825 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 8{col 31} 1.83329{col 43} -37.96888{txt} {res}{col 56} 0.6559{txt}{col 65}{c |}{res}{col 67}All {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}selected. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .65593825 {txt}r2 {res} .6633886 {reset}.65593825 0 {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4927792 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5718474 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0118795 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0723928 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6146470 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0280621 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0025137 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1055094 0.2537330 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8863477 .6600371 4.505434 76.990002 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 -4.46e-17 .6783814 -1.729801 1.544656 45.099723 r-squared .65462688 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 7{col 31} 1.79412{col 43} -41.33142{txt} {res}{col 56} 0.6546{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason pgg45 {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 2{col 13} 0.10000{col 25} 8{col 31} 2.22055{col 43} -37.62980{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .65462688 {txt}r2 {res} .66338828 {reset}.65462688 6.710e-17 {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4941626 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5622500 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0105501 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0683305 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6070730 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0210338 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0024411 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1048456 0.2537330 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .881332 .6861924 4.477103 76.121115 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 8.47e-17 .6794662 -1.719114 1.556632 45.244077 r-squared .65352142 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 7{col 31} 1.76584{col 43} -40.76492{txt} {res}{col 56} 0.6535{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason pgg45 {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 2{col 13} 0.10000{col 25} 8{col 31} 2.21977{col 43} -37.62575{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .65352142 {txt}r2 {res} .66338791 {reset}.65352142 0 {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4956051 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5524971 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0091982 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0642069 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5993467 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0138383 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0023697 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1043694 0.2537330 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8764095 .7126883 4.448381 75.273169 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 -2.75e-17 .680758 -1.708302 1.568834 45.416287 r-squared .65220264 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 7{col 31} 1.73706{col 43} -40.13340{txt} {res}{col 56} 0.6522{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason pgg45 {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 2{col 13} 0.10000{col 25} 8{col 31} 2.21898{col 43} -37.62168{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .65220264 {txt}r2 {res} .66338749 {reset}.65220264 0 {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4971093 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5425838 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0078234 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0600208 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5914607 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0064666 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022998 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1041173 0.2537330 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8715883 .7395307 4.419257 74.447286 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 -2.29e-18 .6822649 -1.69736 1.581271 45.617566 r-squared .65066124 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 7{col 31} 1.70776{col 43} -39.43466{txt} {res}{col 56} 0.6507{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason pgg45 {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}_cons. 2{txt}{col 7}{c |}{res} 2{col 13} 0.10000{col 25} 8{col 31} 2.21819{col 43} -37.61759{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .65066124 {txt}r2 {res} .66338702 {reset}.65066124 0 {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4985532 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5326719 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0064321 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0557559 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5835750 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022121 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0972199 0.5214696 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8668781 .7670696 4.389721 73.644805 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 -1.12e-16 .6839801 -1.686343 1.593402 45.847223 r-squared .64890254 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 6{col 31} 1.67920{col 43} -43.07342{txt} {res}{col 56} 0.6489{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45 _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 0.10000{col 25} 8{col 31} 2.21740{col 43} -37.61349{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .64890254 {txt}r2 {res} .66338649 {reset}.64890254 6.733e-17 {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4992975 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5236155 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0050595 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0513361 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5765816 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0020069 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0483824 0.5214696 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8622798 .7970699 4.359753 72.865597 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 7.21e-17 .6858277 -1.675575 1.602379 46.095248 r-squared .64700316 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 6{col 31} 1.65790{col 43} -42.34952{txt} {res}{col 56} 0.6470{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45 _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 0.10000{col 25} 8{col 31} 2.21661{col 43} -37.60937{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .64700316 {txt}r2 {res} .66338592 {reset}.64700316 6.741e-17 {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5000819 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5144276 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0036627 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0468469 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5695171 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017981 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0014767 0.5214696 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8577877 .8078181 4.329356 72.108375 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 -1.55e-16 .6878957 -1.664717 1.611452 46.373655 r-squared .64487113 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 6{col 31} 1.63633{col 43} -41.56110{txt} {res}{col 56} 0.6449{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45 _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 0.10000{col 25} 8{col 31} 2.21583{col 43} -37.60523{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .64487113 {txt}r2 {res} .66338529 {reset}.64487113 6.750e-17 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5531218 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.4704009 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0177003 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.1023850 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.4952079 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0371192 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0183286 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0048530 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.7888275 0.1815609 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8894576 .5972995 4.551781 77.531219 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 7.98e-16 .677917 -1.630923 1.630327 45.038003 r-squared .65509953 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 8{col 31} 1.69912{col 43} -39.94226{txt} {res}{col 56} 0.6551{txt}{col 65}{c |}{res}{col 67}All {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}selected. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .65509953 {txt}r2 {res} .66338776 {reset}.65509953 6.708e-17 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5503715 0.5695460 {txt}{space 10}lweight {c |}{col 21}{res} 0.4571544 0.6144198 {txt}{space 14}age {c |}{col 21}{res} -0.0169344 -0.0209135 {txt}{space 13}lbph {c |}{col 21}{res} 0.1005039 0.0973525 {txt}{space 14}svi {c |}{col 21}{res} 0.4690652 0.7523973 {txt}{space 14}lcp {c |}{col 21}{res} -0.0252770 -0.1049594 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0050274 0.0053245 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.9191800 0.4941547 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8853654 .6114653 4.534532 76.819445 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 2.91e-16 .6797278 -1.622706 1.634044 45.278926 r-squared .65325455 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 7{col 31} 1.62433{col 43} -42.79657{txt} {res}{col 56} 0.6533{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph svi lcp {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45 _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 0.10000{col 25} 8{col 31} 2.21711{col 43} -37.66535{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .65325455 {txt}r2 {res} .66338749 {reset}.65325455 0 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5459408 0.5695460 {txt}{space 10}lweight {c |}{col 21}{res} 0.4453915 0.6144198 {txt}{space 14}age {c |}{col 21}{res} -0.0162700 -0.0209135 {txt}{space 13}lbph {c |}{col 21}{res} 0.0984370 0.0973525 {txt}{space 14}svi {c |}{col 21}{res} 0.4431457 0.7523973 {txt}{space 14}lcp {c |}{col 21}{res} -0.0131979 -0.1049594 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0048762 0.0053245 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.9370901 0.4941547 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8812201 .6322407 4.516004 76.101796 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 4.41e-16 .681686 -1.614035 1.629223 45.540189 r-squared .6512538 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 7{col 31} 1.56726{col 43} -41.94746{txt} {res}{col 56} 0.6513{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph svi lcp {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45 _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 0.10000{col 25} 8{col 31} 2.21630{col 43} -37.65867{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .6512538 {txt}r2 {res} .66338719 {reset}.6512538 0 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5415306 0.5695460 {txt}{space 10}lweight {c |}{col 21}{res} 0.4330429 0.6144198 {txt}{space 14}age {c |}{col 21}{res} -0.0155897 -0.0209135 {txt}{space 13}lbph {c |}{col 21}{res} 0.0963602 0.0973525 {txt}{space 14}svi {c |}{col 21}{res} 0.4150099 0.7523973 {txt}{space 14}lcp {c |}{col 21}{res} -0.0005859 -0.1049594 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0047227 0.0053245 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.9567125 0.4941547 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8770547 .6535504 4.496546 75.384038 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 -1.80e-16 .6839955 -1.604488 1.624703 45.849283 r-squared .64888676 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 7{col 31} 1.50684{col 43} -40.98242{txt} {res}{col 56} 0.6489{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph svi lcp {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45 _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 0.10000{col 25} 8{col 31} 2.21549{col 43} -37.65198{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .64888676 {txt}r2 {res} .66338684 {reset}.64888676 6.733e-17 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5429310 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.4203058 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0151207 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0943510 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.3954042 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0047988 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.9737815 0.5214696 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .872551 .6738324 4.477466 74.611826 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 2.47e-16 .6855298 -1.58652 1.637044 46.055203 r-squared .64730983 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 6{col 31} 1.47291{col 43} -44.38989{txt} {res}{col 56} 0.6473{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45 _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 0.10000{col 25} 8{col 31} 2.21468{col 43} -37.64527{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .64730983 {txt}r2 {res} .66338646 {reset}.64730983 1.348e-16 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5448927 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.4068396 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0146552 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0923695 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.3748606 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0048908 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.9926750 0.5214696 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8679893 .6941573 4.457743 73.833739 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 1.18e-16 .6872318 -1.56723 1.650851 46.284175 r-squared .64555637 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 6{col 31} 1.43851{col 43} -43.61047{txt} {res}{col 56} 0.6456{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45 _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 0.10000{col 25} 8{col 31} 2.21387{col 43} -37.63855{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .64555637 {txt}r2 {res} .66338603 {reset}.64555637 0 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5471817 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.3925644 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0141821 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0904151 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.3527118 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0049883 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.0137930 0.5214696 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8633911 .6958018 4.437251 73.053527 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 2.68e-16 .6891834 -1.546867 1.665426 46.547422 r-squared .64354042 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 6{col 31} 1.40204{col 43} -42.74113{txt} {res}{col 56} 0.6435{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45 _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 0.10000{col 25} 8{col 31} 2.21305{col 43} -37.63181{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .64354042 {txt}r2 {res} .66338557 {reset}.64354042 6.755e-17 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5498390 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.3774052 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0137011 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0884900 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.3287573 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0050919 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.0373481 0.5214696 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8587654 .6969612 4.415912 72.272846 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 3.83e-16 .6914216 -1.525305 1.680865 46.850255 r-squared .64122133 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 6{col 31} 1.36328{col 43} -41.76953{txt} {res}{col 56} 0.6412{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45 _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 0.10000{col 25} 8{col 31} 2.21224{col 43} -37.62505{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .64122133 {txt}r2 {res} .66338507 {reset}.64122133 1.353e-16 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5529122 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.3612776 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0132115 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0865965 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.3027617 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0052026 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.0635781 0.5214696 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8541253 .6975675 4.393634 71.493935 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 1.85e-16 .6939912 -1.502396 1.697278 47.199136 r-squared .6385496 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 6{col 31} 1.32196{col 43} -40.68098{txt} {res}{col 56} 0.6385{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45 _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 0.10000{col 25} 8{col 31} 2.21143{col 43} -37.61827{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .6385496 {txt}r2 {res} .66338453 {reset}.6385496 0 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5564575 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.3440875 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0127129 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0847364 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.2744456 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0053213 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.0927493 0.5214696 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8494885 .6975409 4.370314 70.719812 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 1.50e-16 .6969467 -1.477969 1.714799 47.601995 r-squared .63546451 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 6{col 31} 1.27776{col 43} -39.45787{txt} {res}{col 56} 0.6355{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45 _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 0.10000{col 25} 8{col 31} 2.21061{col 43} -37.61148{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .63546451 {txt}r2 {res} .66338395 {reset}.63546451 6.788e-17 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5605410 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.3257289 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0122044 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0829113 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.2434763 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0054490 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 1.1251603 0.5214696 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8448798 .696787 4.345829 69.954538 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 5.05e-16 .7003545 -1.451817 1.733588 48.068648 r-squared .63189089 {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 10.00000{col 25} 6{col 31} 1.23031{col 43} -38.07893{txt} {res}{col 56} 0.6319{txt}{col 65}{c |}{res}{col 67}Added lcavol {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lweight age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}lbph svi {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}pgg45 _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 0.10000{col 25} 8{col 31} 2.20980{col 43} -37.60467{txt} {res}{col 56} 0.6634{txt}{col 65}{c |}{res}{col 67}Added lcp {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}gleason. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} {res} {txt}e(rsq)[2,1] c1 r1 {res} .63189089 {txt}r2 {res} .66338334 {reset}.63189089 0 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Ridge Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5105488 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6100509 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0178941 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0886328 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.7046133 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0554655 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0607886 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0036299 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0477573 0.1815609 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .9068329 .556724 4.620687 80.58989 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 1.40e-16 .6719764 -1.745183 1.56272 44.252123 r-squared .6611178 {txt}e(rsq)[2,1] c1 r1 {res} .6611178 {txt}r2 {res} .66338924 {reset}.6611178 6.684e-17 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.100) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5050524 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.6005836 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0163864 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0846536 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6795890 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0390389 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0523956 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0033160 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0663339 0.1815609 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .901502 .5819142 4.592524 79.645171 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 4.69e-16 .6731939 -1.742858 1.554802 44.412619 r-squared .65988871 {txt}e(rsq)[2,1] c1 r1 {res} .65988871 {txt}r2 {res} .66338908 {reset}.65988871 0 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.200) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4992808 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5910221 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0148419 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0805928 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6536565 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0219747 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0439151 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0029901 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0844730 0.1815609 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8963413 .6076587 4.563619 78.735908 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 3.43e-18 .6748858 -1.740599 1.546481 44.636145 r-squared .65817695 {txt}e(rsq)[2,1] c1 r1 {res} .65817695 {txt}r2 {res} .66338887 {reset}.65817695 1.339e-16 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.300) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4932148 0.5643413 {txt}{space 10}lweight {c |}{col 21}{res} 0.5813684 0.6220198 {txt}{space 14}age {c |}{col 21}{res} -0.0132588 -0.0212482 {txt}{space 13}lbph {c |}{col 21}{res} 0.0764468 0.0967125 {txt}{space 14}svi {c |}{col 21}{res} 0.6267666 0.7616733 {txt}{space 14}lcp {c |}{col 21}{res} -0.0042353 -0.1060509 {txt}{space 10}gleason {c |}{col 21}{res} 0.0353515 0.0492279 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0026511 0.0044575 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1020996 0.1815609 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .891378 .6339833 4.533936 77.86636 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 9.05e-16 .6770922 -1.738412 1.537726 44.928481 r-squared .65593825 {txt}e(rsq)[2,1] c1 r1 {res} .65593825 {txt}r2 {res} .6633886 {reset}.65593825 0 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.400) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4927792 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5718474 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0118795 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0723928 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6146470 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0280621 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0025137 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1055094 0.2537330 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8863477 .6600371 4.505434 76.990002 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 7.52e-16 .6783814 -1.729801 1.544656 45.099723 r-squared .65462688 {txt}e(rsq)[2,1] c1 r1 {res} .65462688 {txt}r2 {res} .66338828 {reset}.65462688 6.710e-17 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.500) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4941626 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5622500 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0105501 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0683305 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.6070730 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0210338 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0024411 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1048456 0.2537330 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .881332 .6861924 4.477103 76.121115 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 7.47e-16 .6794662 -1.719114 1.556632 45.244077 r-squared .65352142 {txt}e(rsq)[2,1] c1 r1 {res} .65352142 {txt}r2 {res} .66338791 {reset}.65352142 0 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.600) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4956051 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5524971 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0091982 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0642069 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5993467 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0138383 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0023697 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1043694 0.2537330 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8764095 .7126883 4.448381 75.273169 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 -5.47e-16 .680758 -1.708302 1.568834 45.416287 r-squared .65220264 {txt}e(rsq)[2,1] c1 r1 {res} .65220264 {txt}r2 {res} .66338749 {reset}.65220264 0 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.700) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4971093 0.5186256 {txt}{space 10}lweight {c |}{col 21}{res} 0.5425838 0.6217574 {txt}{space 14}age {c |}{col 21}{res} -0.0078234 -0.0193045 {txt}{space 13}lbph {c |}{col 21}{res} 0.0600208 0.0949255 {txt}{space 14}svi {c |}{col 21}{res} 0.5914607 0.6427775 {txt}{space 10}gleason {c |}{col 21}{res} 0.0064666 0.0422021 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022998 0.0027656 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.1041173 0.2537330 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8715883 .7395307 4.419257 74.447286 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 1.05e-16 .6822649 -1.69736 1.581271 45.617566 r-squared .65066124 {txt}e(rsq)[2,1] c1 r1 {res} .65066124 {txt}r2 {res} .66338702 {reset}.65066124 0 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.800) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4985532 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5326719 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0064321 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0557559 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5835750 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0022121 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0972199 0.5214696 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8668781 .7670696 4.389721 73.644805 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 1.66e-16 .6839801 -1.686343 1.593402 45.847223 r-squared .64890254 {txt}e(rsq)[2,1] c1 r1 {res} .64890254 {txt}r2 {res} .66338649 {reset}.64890254 6.733e-17 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Elastic net Post-est OLS {col 10} {c |} (alpha=0.900) {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.4992975 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5236155 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0050595 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0513361 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5765816 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0020069 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} 0.0483824 0.5214696 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8622798 .7970699 4.359753 72.865597 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 9.27e-17 .6858277 -1.675575 1.602379 46.095248 r-squared .64700316 {txt}e(rsq)[2,1] c1 r1 {res} .64700316 {txt}r2 {res} .66338592 {reset}.64700316 6.741e-17 {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 11}lcavol {c |}{col 21}{res} 0.5000819 0.5234981 {txt}{space 10}lweight {c |}{col 21}{res} 0.5144276 0.6152349 {txt}{space 14}age {c |}{col 21}{res} -0.0036627 -0.0190343 {txt}{space 13}lbph {c |}{col 21}{res} 0.0468469 0.0954908 {txt}{space 14}svi {c |}{col 21}{res} 0.5695171 0.6358643 {txt}{space 12}pgg45 {c |}{col 21}{res} 0.0017981 0.0035248 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {space 12}_cons {c |}{col 21}{res} -0.0014767 0.5214696 {txt}{hline 18}{c BT}{hline 32} Use e(b) from previous lasso2 estimation (lambda=10). Use e(b) from previous lasso2 estimation (lambda=10). Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 8}lpsa {c |}{res} 97 2.478387 1.154329 -.4307829 5.582932 130.58261 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 10}xb {c |}{res} 97 2.478387 .8577877 .8078181 4.329356 72.108375 {txt} Variable {c |} Obs Mean Std. Dev. Min Max {hline 13}{c +}{hline 57} {space 11}r {c |}{res} 97 1.93e-16 .6878957 -1.664717 1.611452 46.373655 r-squared .64487113 {txt}e(rsq)[2,1] c1 r1 {res} .64487113 {txt}r2 {res} .66338529 {reset}.64487113 6.750e-17 r; t=1.46 22:18:38 {com}. * . . ******************************************************************************** . *** validate EBIC default gamma *** . ******************************************************************************** . . webuse air2, clear {txt}(TIMESLAB: Airline passengers) r; t=1.12 22:18:39 {com}. . lasso2 air L(1/24).air {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 1{col 13} 2.589e+04{col 25} 0{col 31} 0.00000{col 43} 1132.42949{txt} {res}{col 56} 0.0000{txt}{col 65}{c |}{res}{col 67}Added _cons. 2{txt}{col 7}{c |}{res} 2{col 13} 2.359e+04{col 25} 1{col 31} 0.09413{col 43} 1116.99198{txt} {res}{col 56} 0.1661{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L12.air. 3{txt}{col 7}{c |}{res} 9{col 13} 1.230e+04{col 25} 2{col 31} 0.55800{col 43} 975.07219{txt} {res}{col 56} 0.7576{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L24.air. 4{txt}{col 7}{c |}{res} 17{col 13}5843.21467{col 25} 3{col 31} 0.83360{col 43} 832.60228{txt} {res}{col 56} 0.9299{txt}{col 65}{c |}{res}{col 67}Added L.air. 5{txt}{col 7}{c |}{res} 32{col 13}1447.40889{col 25} 4{col 31} 1.01818{col 43} 698.55972{txt} {res}{col 56} 0.9782{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L11.air. 6{txt}{col 7}{c |}{res} 46{col 13} 393.49088{col 25} 5{col 31} 1.07091{col 43} 685.29492{txt} {res}{col 56} 0.9815{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L19.air. 7{txt}{col 7}{c |}{res} 50{col 13} 271.21800{col 25} 7{col 31} 1.12664{col 43} 689.63389{txt} {res}{col 56} 0.9828{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L15.air {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L20.air. 8{txt}{col 7}{c |}{res} 53{col 13} 205.16647{col 25} 9{col 31} 1.19399{col 43} 694.16100{txt} {res}{col 56} 0.9839{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L14.air {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L18.air. 9{txt}{col 7}{c |}{res} 55{col 13} 170.33281{col 25} 9{col 31} 1.25057{col 43} 688.14194{txt} {res}{col 56} 0.9847{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L23.air. {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}Removed {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L15.air. 10{txt}{col 7}{c |}{res} 59{col 13} 117.40380{col 25} 9{col 31} 1.34817{col 43} 680.05176{txt} {res}{col 56} 0.9857{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L5.air. {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}Removed {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L19.air. 11{txt}{col 7}{c |}{res} 60{col 13} 106.97397{col 25} 11{col 31} 1.42478{col 43} 687.39745{txt} {res}{col 56} 0.9863{txt}{col 65}{c |}{res}{col 67}Added L3.air {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L13.air. 12{txt}{col 7}{c |}{res} 61{col 13} 97.47070{col 25} 13{col 31} 1.53152{col 43} 692.87726{txt} {res}{col 56} 0.9871{txt}{col 65}{c |}{res}{col 67}Added L2.air {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L9.air. 13{txt}{col 7}{c |}{res} 65{col 13} 67.18277{col 25} 12{col 31} 1.89388{col 43} 664.14532{txt} {res}{col 56} 0.9893{txt}{col 65}{c |}{res}{col 67}Removed {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L11.air. 14{txt}{col 7}{c |}{res} 68{col 13} 50.82130{col 25} 13{col 31} 2.08047{col 43} 661.04155{txt} {res}{col 56} 0.9901{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L17.air. 15{txt}{col 7}{c |}{res} 73{col 13} 31.91726{col 25} 14{col 31} 2.33489{col 43} 657.76334{txt} {res}{col 56} 0.9909{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L10.air. 16{txt}{col 7}{c |}{res} 79{col 13} 18.26423{col 25} 15{col 31} 2.62208{col 43} 657.13165{txt} {res}{col 56} 0.9914{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L7.air. 17{txt}{col 7}{c |}{res} 81{col 13} 15.16328{col 25} 17{col 31} 2.72576{col 43} 668.15309{txt} {res}{col 56} 0.9915{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L16.air {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L22.air. 18{txt}{col 7}{c |}{res} 82{col 13} 13.81622{col 25} 18{col 31} 2.80975{col 43} 673.29812{txt} {res}{col 56} 0.9916{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L19.air. 19{txt}{col 7}{c |}{res} 84{col 13} 11.47047{col 25} 17{col 31} 2.98383{col 43} 664.72054{txt} {res}{col 56} 0.9918{txt}{col 65}{c |}{res}{col 67}Removed {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L7.air. 20{txt}{col 7}{c |}{res} 86{col 13} 9.52298{col 25} 18{col 31} 3.13968{col 43} 669.40362{txt} {res}{col 56} 0.9919{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L4.air. 21{txt}{col 7}{c |}{res} 87{col 13} 8.67699{col 25} 19{col 31} 3.24017{col 43} 674.78790{txt} {res}{col 56} 0.9919{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L8.air. 22{txt}{col 7}{c |}{res} 88{col 13} 7.90615{col 25} 21{col 31} 3.37133{col 43} 686.35029{txt} {res}{col 56} 0.9920{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L15.air {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L21.air. 23{txt}{col 7}{c |}{res} 94{col 13} 4.52419{col 25} 22{col 31} 4.15532{col 43} 687.42407{txt} {res}{col 56} 0.9924{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L7.air. 24{txt}{col 7}{c |}{res} 96{col 13} 3.75606{col 25} 23{col 31} 4.39699{col 43} 692.66979{txt} {res}{col 56} 0.9924{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L11.air. 25{txt}{col 7}{c |}{res} 97{col 13} 3.42238{col 25} 24{col 31} 4.50778{col 43} 698.58039{txt} {res}{col 56} 0.9925{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}L6.air. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=6.93 22:18:46 {com}. . local myebicgamma = 1-log(e(N))/(2*log(e(p))) {txt}r; t=0.00 22:18:46 {com}. . di `myebicgamma' {res}.24678876 {txt}r; t=0.00 22:18:46 {com}. di e(ebicgamma) {res}.24678876 {txt}r; t=0.00 22:18:46 {com}. assert reldif(`myebicgamma',e(ebicgamma))<10^(-3) {txt}r; t=0.00 22:18:46 {com}. . ******************************************************************************** . *** panel example: validate within transformation *** . ******************************************************************************** . . use "http://fmwww.bc.edu/ec-p/data/macro/abdata.dta", clear {txt}(Layard & Nickell, Unemployment in Britain, Economica 53, 1986 from Ox dist) r; t=0.79 22:18:47 {com}. . lasso2 ys l(0/3).k l(0/3).n, fe l(10) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 16}k {c |} {space 14}--. {c |}{col 21}{res} 0.1031105 0.1284247 {txt}{space 14}L3. {c |}{col 21}{res} -0.0102968 -0.0618353 {txt}{space 17} {c |} {space 16}n {c |}{col 21}{res} 0.0873134 0.1114129 {txt}{hline 18}{c BT}{hline 32} r; t=0.82 22:18:48 {com}. mat A = e(b) {txt}r; t=0.00 22:18:48 {com}. . lasso2 ys l(0/3).k l(0/3).n ibn.id, partial(ibn.id) l(10) nor {res}{text}Warning: reduced rank encountered when partialling out (may be caused by omitted vars). {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 16}k {c |} {space 14}--. {c |}{col 21}{res} 0.1031105 0.1284247 {txt}{space 14}L3. {c |}{col 21}{res} -0.0102968 -0.0618353 {txt}{space 17} {c |} {space 16}n {c |}{col 21}{res} 0.0873134 0.1114129 {txt}{hline 18}{c BT}{hline 32} r; t=0.09 22:18:48 {com}. mat B = e(b) {txt}r; t=0.00 22:18:48 {com}. . comparemat A B {txt}mreldif=0. tolerance = .01 {res} {txt}__000000[1,3] L3. k k n y1 {res} .10311054 -.01029679 .08731341 {reset}{res} {txt}__000001[1,3] L3. k k n y1 {res} .10311054 -.01029679 .08731341 {reset}r; t=0.00 22:18:48 {com}. . // noftools option . lasso2 ys l(0/3).k l(0/3).n, fe l(10) {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 16}k {c |} {space 14}--. {c |}{col 21}{res} 0.1031105 0.1284247 {txt}{space 14}L3. {c |}{col 21}{res} -0.0102968 -0.0618353 {txt}{space 17} {c |} {space 16}n {c |}{col 21}{res} 0.0873134 0.1114129 {txt}{hline 18}{c BT}{hline 32} r; t=0.02 22:18:48 {com}. savedresults save ftools e() {txt}r; t=0.01 22:18:48 {com}. cap noi assert "`e(noftools)'"=="" // will be error if ftools not installed {txt}r; t=0.00 22:18:48 {com}. lasso2 ys l(0/3).k l(0/3).n, fe l(10) noftools {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 16}k {c |} {space 14}--. {c |}{col 21}{res} 0.1031105 0.1284247 {txt}{space 14}L3. {c |}{col 21}{res} -0.0102968 -0.0618353 {txt}{space 17} {c |} {space 16}n {c |}{col 21}{res} 0.0873134 0.1114129 {txt}{hline 18}{c BT}{hline 32} r; t=0.04 22:18:48 {com}. assert "`e(noftools)'"=="noftools" {txt}r; t=0.00 22:18:48 {com}. savedresults comp ftools e(), exclude(macros: lasso2opt) {txt}r; t=0.00 22:18:48 {com}. . ******************************************************************************** . *** check if partial() works with fe *** . *** and followed by lic() *** . ******************************************************************************** . . clear {txt}r; t=0.00 22:18:48 {com}. use https://www.stata-press.com/data/r16/nlswork {txt}(National Longitudinal Survey. Young Women 14-26 years of age in 1968) r; t=2.96 22:18:51 {com}. . lasso2 ln_w grade age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure /// > c.tenure#c.tenure 2.race not_smsa south i.year, fe {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 2{col 13}5523.95218{col 25} 1{col 31} 0.00275{col 43}-6.9888e+04{txt} {res}{col 56} 0.0233{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}ttl_exp. 2{txt}{col 7}{c |}{res} 9{col 13}2880.19324{col 25} 2{col 31} 0.01668{col 43}-7.2396e+04{txt} {res}{col 56} 0.1070{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}tenure. 3{txt}{col 7}{c |}{res} 21{col 13} 943.13344{col 25} 3{col 31} 0.03511{col 43}-7.3452e+04{txt} {res}{col 56} 0.1403{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}not_smsa. 4{txt}{col 7}{c |}{res} 26{col 13} 592.31529{col 25} 4{col 31} 0.07427{col 43}-7.3590e+04{txt} {res}{col 56} 0.1448{txt}{col 65}{c |}{res}{col 67}Added south. 5{txt}{col 7}{c |}{res} 27{col 13} 539.69563{col 25} 5{col 31} 0.08561{col 43}-7.3603e+04{txt} {res}{col 56} 0.1455{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}78.year. 6{txt}{col 7}{c |}{res} 29{col 13} 448.06479{col 25} 6{col 31} 0.11132{col 43}-7.3640e+04{txt} {res}{col 56} 0.1469{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.tenure#c.tenure. 7{txt}{col 7}{c |}{res} 31{col 13} 371.99126{col 25} 7{col 31} 0.13629{col 43}-7.3806e+04{txt} {res}{col 56} 0.1523{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}77.year. 8{txt}{col 7}{c |}{res} 34{col 13} 281.39775{col 25} 9{col 31} 0.17394{col 43}-7.3962e+04{txt} {res}{col 56} 0.1576{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}70.year {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}87.year. 9{txt}{col 7}{c |}{res} 35{col 13} 256.39915{col 25} 10{col 31} 0.19050{col 43}-7.3999e+04{txt} {res}{col 56} 0.1590{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}69.year. 10{txt}{col 7}{c |}{res} 37{col 13} 212.86708{col 25} 11{col 31} 0.22150{col 43}-7.4061e+04{txt} {res}{col 56} 0.1612{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}71.year. 11{txt}{col 7}{c |}{res} 38{col 13} 193.95655{col 25} 14{col 31} 0.23841{col 43}-7.4075e+04{txt} {res}{col 56} 0.1625{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.age#c.age {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}80.year {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}83.year. 12{txt}{col 7}{c |}{res} 41{col 13} 146.72102{col 25} 16{col 31} 0.28669{col 43}-7.4174e+04{txt} {res}{col 56} 0.1660{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}72.year {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}82.year. 13{txt}{col 7}{c |}{res} 45{col 13} 101.12911{col 25} 17{col 31} 0.34256{col 43}-7.4252e+04{txt} {res}{col 56} 0.1686{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}88.year. 14{txt}{col 7}{c |}{res} 48{col 13} 76.50046{col 25} 18{col 31} 0.37335{col 43}-7.4279e+04{txt} {res}{col 56} 0.1698{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.ttl_exp#c.ttl_exp. 15{txt}{col 7}{c |}{res} 50{col 13} 63.51203{col 25} 19{col 31} 0.39324{col 43}-7.4319e+04{txt} {res}{col 56} 0.1712{txt}{col 65}{c |}{res}{col 67}Added age. 16{txt}{col 7}{c |}{res} 51{col 13} 57.86979{col 25} 20{col 31} 0.40355{col 43}-7.4346e+04{txt} {res}{col 56} 0.1723{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}75.year. 17{txt}{col 7}{c |}{res} 55{col 13} 39.88740{col 25} 19{col 31} 0.43636{col 43}-7.4454e+04{txt} {res}{col 56} 0.1752{txt}{col 65}{c |}{res}{col 67}Removed {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}70.year. 18{txt}{col 7}{c |}{res} 56{col 13} 36.34392{col 25} 18{col 31} 0.44327{col 43}-7.4479e+04{txt} {res}{col 56} 0.1757{txt}{col 65}{c |}{res}{col 67}Removed {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}80.year. 19{txt}{col 7}{c |}{res} 57{col 13} 33.11522{col 25} 18{col 31} 0.45041{col 43}-7.4492e+04{txt} {res}{col 56} 0.1760{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}85.year. {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}Removed {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}87.year. 20{txt}{col 7}{c |}{res} 61{col 13} 22.82504{col 25} 19{col 31} 0.47614{col 43}-7.4512e+04{txt} {res}{col 56} 0.1769{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}80.year. 21{txt}{col 7}{c |}{res} 63{col 13} 18.94975{col 25} 18{col 31} 0.48742{col 43}-7.4532e+04{txt} {res}{col 56} 0.1772{txt}{col 65}{c |}{res}{col 67}Removed {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}85.year. 22{txt}{col 7}{c |}{res} 65{col 13} 15.73241{col 25} 19{col 31} 0.49792{col 43}-7.4528e+04{txt} {res}{col 56} 0.1774{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}70.year. 23{txt}{col 7}{c |}{res} 66{col 13} 14.33479{col 25} 20{col 31} 0.50290{col 43}-7.4520e+04{txt} {res}{col 56} 0.1775{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}73.year. 24{txt}{col 7}{c |}{res} 68{col 13} 11.90099{col 25} 21{col 31} 0.51189{col 43}-7.4514e+04{txt} {res}{col 56} 0.1776{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}87.year. 25{txt}{col 7}{c |}{res} 77{col 13} 5.15166{col 25} 21{col 31} 0.53905{col 43}-7.4522e+04{txt} {res}{col 56} 0.1778{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}85.year. {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}Removed {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}87.year. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=4.94 22:18:56 {com}. ereturn list {txt}scalars: e(N) = {res}28091 {txt}e(stdcoef) = {res}0 {txt}e(stdall) = {res}0 {txt}e(cons) = {res}0 {txt}e(fe) = {res}1 {txt}e(alpha) = {res}1 {txt}e(sqrt) = {res}0 {txt}e(ols) = {res}0 {txt}e(adaptive) = {res}0 {txt}e(p) = {res}24 {txt}e(notpen_ct) = {res}0 {txt}e(partial_ct) = {res}0 {txt}e(prestd) = {res}0 {txt}e(lcount) = {res}78 {txt}e(lmax) = {res}6062.53069665433 {txt}e(lmax0) = {res}6062.53069665433 {txt}e(lmin) = {res}4.693997343558959 {txt}e(lmin0) = {res}.606253069665433 {txt}e(dofminus) = {res}4697 {txt}e(sdofminus) = {res}0 {txt}e(lebic) = {res}17.26630487756461 {txt}e(lbic) = {res}17.26630487756461 {txt}e(laicc) = {res}4.693997343558959 {txt}e(laic) = {res}4.693997343558959 {txt}e(slebic) = {res}59.21263172124715 {txt}e(slbic) = {res}59.21263172124715 {txt}e(slaicc) = {res}16.09747644186581 {txt}e(slaic) = {res}16.09747644186581 {txt}e(ebicgamma) = {res}0 {txt}e(ebicmin) = {res}-74535.24086414839 {txt}e(bicmin) = {res}-74535.24086414839 {txt}e(aiccmin) = {res}-74694.94003267155 {txt}e(aicmin) = {res}-74694.97145411794 {txt}e(sebicmin) = {res}-74532.77610817748 {txt}e(sbicmin) = {res}-74532.77610817748 {txt}e(saiccmin) = {res}-74692.47527670064 {txt}e(saicmin) = {res}-74692.50669814703 {txt}macros: e(lasso2opt) : "{res}fe{txt}" e(varX) : "{res}grade age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp{txt}.." e(varXmodel) : "{res}grade age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp{txt}.." e(cmd) : "{res}lasso2{txt}" e(predict) : "{res}lasso2_p{txt}" e(method) : "{res}lasso{txt}" e(depvar) : "{res}ln_wage{txt}" matrices: e(sIC) : {res} 78 x 4 {txt}e(IC) : {res} 78 x 4 {txt}e(rsq) : {res} 78 x 1 {txt}e(tss) : {res} 1 x 1 {txt}e(ess) : {res} 78 x 1 {txt}e(rss) : {res} 78 x 1 {txt}e(stdvec) : {res} 1 x 25 {txt}e(slambdamat0) : {res} 100 x 1 {txt}e(slambdamat) : {res} 78 x 1 {txt}e(lambdamat0) : {res} 100 x 1 {txt}e(lambdamat) : {res} 78 x 1 {txt}e(s0) : {res} 78 x 1 {txt}e(s) : {res} 78 x 1 {txt}e(dof) : {res} 78 x 1 {txt}e(sbetas) : {res} 78 x 25 {txt}e(betas) : {res} 78 x 25 {txt}e(Psi) : {res} 1 x 25 {txt}e(swl1norm) : {res} 78 x 1 {txt}e(wl1norm) : {res} 78 x 1 {txt}e(sl1norm) : {res} 78 x 1 {txt}e(l1norm) : {res} 78 x 1 {txt}functions: e(sample) r; t=0.00 22:18:56 {com}. . lasso2 ln_w grade age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure /// > c.tenure#c.tenure 2.race not_smsa south i.year, fe partial(i.year) {res}{text}Warning: reduced rank encountered when partialling out (may be caused by omitted vars). {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 2{col 13}2898.89250{col 25} 1{col 31} 0.00370{col 43}-7.2474e+04{txt} {res}{col 56} 0.0072{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}ttl_exp. 2{txt}{col 7}{c |}{res} 6{col 13}1998.09415{col 25} 2{col 31} 0.01549{col 43}-7.2992e+04{txt} {res}{col 56} 0.0257{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}tenure. 3{txt}{col 7}{c |}{res} 9{col 13}1511.48495{col 25} 3{col 31} 0.02240{col 43}-7.3301e+04{txt} {res}{col 56} 0.0367{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.age#c.age. 4{txt}{col 7}{c |}{res} 14{col 13} 949.25660{col 25} 4{col 31} 0.03505{col 43}-7.3710e+04{txt} {res}{col 56} 0.0509{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}not_smsa. 5{txt}{col 7}{c |}{res} 19{col 13} 596.16081{col 25} 5{col 31} 0.07446{col 43}-7.3925e+04{txt} {res}{col 56} 0.0585{txt}{col 65}{c |}{res}{col 67}Added south. 6{txt}{col 7}{c |}{res} 21{col 13} 494.94318{col 25} 6{col 31} 0.09546{col 43}-7.3973e+04{txt} {res}{col 56} 0.0605{txt}{col 65}{c |}{res}{col 67}Added age. 7{txt}{col 7}{c |}{res} 22{col 13} 450.97379{col 25} 7{col 31} 0.11113{col 43}-7.4001e+04{txt} {res}{col 56} 0.0618{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.tenure#c.tenure. 8{txt}{col 7}{c |}{res} 47{col 13} 44.06059{col 25} 8{col 31} 0.27286{col 43}-7.4511e+04{txt} {res}{col 56} 0.0790{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.ttl_exp#c.ttl_exp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=1.47 22:18:57 {com}. lasso2, lic(ebic) {txt} Use lambda=48.35644138521425 (selected by EBIC). {res}{text}Warning: reduced rank encountered when partialling out (may be caused by omitted vars). {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 14}age {c |}{col 21}{res} 0.0607910 0.0671831 {txt}{space 17} {c |} {space 6}c.age#c.age {c |}{col 21}{res} -0.0009214 -0.0009470 {txt}{space 17} {c |} {space 10}ttl_exp {c |}{col 21}{res} 0.0364118 0.0372629 {txt}{space 11}tenure {c |}{col 21}{res} 0.0318196 0.0346238 {txt}{space 17} {c |} c.tenure#c.tenure {c |}{col 21}{res} -0.0016795 -0.0018790 {txt}{space 17} {c |} {space 9}not_smsa {c |}{col 21}{res} -0.0832515 -0.0873545 {txt}{space 12}south {c |}{col 21}{res} -0.0562493 -0.0610894 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {col 21} (base) (base) {space 14}69 {c |}{col 21}{res} 0.0491099 0.0430126 {txt}{space 14}70 {c |}{col 21}{res} -0.0198334 -0.0328126 {txt}{space 14}71 {c |}{col 21}{res} -0.0093085 -0.0283742 {txt}{space 14}72 {c |}{col 21}{res} -0.0316153 -0.0563319 {txt}{space 14}73 {c |}{col 21}{res} -0.0628361 -0.0935920 {txt}{space 14}75 {c |}{col 21}{res} -0.1068323 -0.1485457 {txt}{space 14}77 {c |}{col 21}{res} -0.1055919 -0.1582206 {txt}{space 14}78 {c |}{col 21}{res} -0.1128058 -0.1717528 {txt}{space 14}80 {c |}{col 21}{res} -0.1610137 -0.2301391 {txt}{space 14}82 {c |}{col 21}{res} -0.2057063 -0.2857677 {txt}{space 14}83 {c |}{col 21}{res} -0.2165320 -0.3021568 {txt}{space 14}85 {c |}{col 21}{res} -0.2096810 -0.3049752 {txt}{space 14}87 {c |}{col 21}{res} -0.2307205 -0.3356083 {txt}{space 14}88 {c |}{col 21}{res} -0.2018983 -0.3135982 {txt}{hline 18}{c BT}{hline 32} r; t=0.54 22:18:58 {com}. . lasso2 ln_w grade age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure /// > c.tenure#c.tenure 2.race not_smsa south i.year, fe partial(i.year) /// > lic(ebic) {res}{text}Warning: reduced rank encountered when partialling out (may be caused by omitted vars). {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 2{col 13}2898.89250{col 25} 1{col 31} 0.00370{col 43}-7.2474e+04{txt} {res}{col 56} 0.0072{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}ttl_exp. 2{txt}{col 7}{c |}{res} 6{col 13}1998.09415{col 25} 2{col 31} 0.01549{col 43}-7.2992e+04{txt} {res}{col 56} 0.0257{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}tenure. 3{txt}{col 7}{c |}{res} 9{col 13}1511.48495{col 25} 3{col 31} 0.02240{col 43}-7.3301e+04{txt} {res}{col 56} 0.0367{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.age#c.age. 4{txt}{col 7}{c |}{res} 14{col 13} 949.25660{col 25} 4{col 31} 0.03505{col 43}-7.3710e+04{txt} {res}{col 56} 0.0509{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}not_smsa. 5{txt}{col 7}{c |}{res} 19{col 13} 596.16081{col 25} 5{col 31} 0.07446{col 43}-7.3925e+04{txt} {res}{col 56} 0.0585{txt}{col 65}{c |}{res}{col 67}Added south. 6{txt}{col 7}{c |}{res} 21{col 13} 494.94318{col 25} 6{col 31} 0.09546{col 43}-7.3973e+04{txt} {res}{col 56} 0.0605{txt}{col 65}{c |}{res}{col 67}Added age. 7{txt}{col 7}{c |}{res} 22{col 13} 450.97379{col 25} 7{col 31} 0.11113{col 43}-7.4001e+04{txt} {res}{col 56} 0.0618{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.tenure#c.tenure. 8{txt}{col 7}{c |}{res} 47{col 13} 44.06059{col 25} 8{col 31} 0.27286{col 43}-7.4511e+04{txt} {res}{col 56} 0.0790{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.ttl_exp#c.ttl_exp. {txt}Use {bf:long} option for full output. Use lambda=48.35644138521425 (selected by EBIC). {res}{text}Warning: reduced rank encountered when partialling out (may be caused by omitted vars). {hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 14}age {c |}{col 21}{res} 0.0607910 0.0671831 {txt}{space 17} {c |} {space 6}c.age#c.age {c |}{col 21}{res} -0.0009214 -0.0009470 {txt}{space 17} {c |} {space 10}ttl_exp {c |}{col 21}{res} 0.0364118 0.0372629 {txt}{space 11}tenure {c |}{col 21}{res} 0.0318196 0.0346238 {txt}{space 17} {c |} c.tenure#c.tenure {c |}{col 21}{res} -0.0016795 -0.0018790 {txt}{space 17} {c |} {space 9}not_smsa {c |}{col 21}{res} -0.0832515 -0.0873545 {txt}{space 12}south {c |}{col 21}{res} -0.0562493 -0.0610894 {txt}{hline 18}{c +}{hline 32} {col 4}Partialled-out{help lasso2##examples_partialling:*}{c |} {hline 18}{c +}{hline 32} {col 21} (base) (base) {space 14}69 {c |}{col 21}{res} 0.0491099 0.0430126 {txt}{space 14}70 {c |}{col 21}{res} -0.0198334 -0.0328126 {txt}{space 14}71 {c |}{col 21}{res} -0.0093085 -0.0283742 {txt}{space 14}72 {c |}{col 21}{res} -0.0316153 -0.0563319 {txt}{space 14}73 {c |}{col 21}{res} -0.0628361 -0.0935920 {txt}{space 14}75 {c |}{col 21}{res} -0.1068323 -0.1485457 {txt}{space 14}77 {c |}{col 21}{res} -0.1055919 -0.1582206 {txt}{space 14}78 {c |}{col 21}{res} -0.1128058 -0.1717528 {txt}{space 14}80 {c |}{col 21}{res} -0.1610137 -0.2301391 {txt}{space 14}82 {c |}{col 21}{res} -0.2057063 -0.2857677 {txt}{space 14}83 {c |}{col 21}{res} -0.2165320 -0.3021568 {txt}{space 14}85 {c |}{col 21}{res} -0.2096810 -0.3049752 {txt}{space 14}87 {c |}{col 21}{res} -0.2307205 -0.3356083 {txt}{space 14}88 {c |}{col 21}{res} -0.2018983 -0.3135982 {txt}{hline 18}{c BT}{hline 32} r; t=2.07 22:19:00 {com}. . ******************************************************************************** . *** check residuals with fe *** . ******************************************************************************** . . clear {txt}r; t=0.00 22:19:00 {com}. use https://www.stata-press.com/data/r16/nlswork {txt}(National Longitudinal Survey. Young Women 14-26 years of age in 1968) r; t=2.85 22:19:03 {com}. . foreach opt in xb u e ue xbu {c -(} {txt} 2{com}. cap drop `opt'hat_lasso2 {txt} 3{com}. cap drop `opt'hat_xtreg {txt} 4{com}. {c )-} {txt}r; t=0.00 22:19:03 {com}. cap drop esample {txt}r; t=0.00 22:19:03 {com}. . **replace ln_w = . if year == 80 . . lasso2 ln_w grade age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure /// > c.tenure#c.tenure 2.race not_smsa south , fe {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 2{col 13}5523.95218{col 25} 1{col 31} 0.00275{col 43}-6.9888e+04{txt} {res}{col 56} 0.0233{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}ttl_exp. 2{txt}{col 7}{c |}{res} 9{col 13}2880.19324{col 25} 2{col 31} 0.01668{col 43}-7.2396e+04{txt} {res}{col 56} 0.1070{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}tenure. 3{txt}{col 7}{c |}{res} 21{col 13} 943.13344{col 25} 3{col 31} 0.03511{col 43}-7.3452e+04{txt} {res}{col 56} 0.1403{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}not_smsa. 4{txt}{col 7}{c |}{res} 26{col 13} 592.31529{col 25} 4{col 31} 0.07427{col 43}-7.3590e+04{txt} {res}{col 56} 0.1448{txt}{col 65}{c |}{res}{col 67}Added south. 5{txt}{col 7}{c |}{res} 29{col 13} 448.06479{col 25} 5{col 31} 0.10355{col 43}-7.3641e+04{txt} {res}{col 56} 0.1466{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.tenure#c.tenure. 6{txt}{col 7}{c |}{res} 38{col 13} 193.95655{col 25} 6{col 31} 0.17281{col 43}-7.4099e+04{txt} {res}{col 56} 0.1608{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.age#c.age. 7{txt}{col 7}{c |}{res} 47{col 13} 83.95916{col 25} 7{col 31} 0.20680{col 43}-7.4283e+04{txt} {res}{col 56} 0.1665{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.ttl_exp#c.ttl_exp. 8{txt}{col 7}{c |}{res} 49{col 13} 69.70437{col 25} 8{col 31} 0.21298{col 43}-7.4306e+04{txt} {res}{col 56} 0.1675{txt}{col 65}{c |}{res}{col 67}Added age. 9{txt}{col 7}{c |}{res} 52{col 13} 52.72880{col 25} 7{col 31} 0.22378{col 43}-7.4391e+04{txt} {res}{col 56} 0.1697{txt}{col 65}{c |}{res}{col 67}Removed {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.ttl_exp#c.ttl_exp. 10{txt}{col 7}{c |}{res} 67{col 13} 13.06133{col 25} 8{col 31} 0.24910{col 43}-7.4471e+04{txt} {res}{col 56} 0.1724{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.ttl_exp#c.ttl_exp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=2.24 22:19:05 {com}. gen byte esample=e(sample) {txt}r; t=0.00 22:19:05 {com}. lasso2, lic(ebic) postres ols {txt} Use lambda=14.33478964607695 (selected by EBIC). {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 14}age {c |}{col 21}{res} 0.0266178 0.0328779 {txt}{space 17} {c |} {space 6}c.age#c.age {c |}{col 21}{res} -0.0005710 -0.0006813 {txt}{space 17} {c |} {space 10}ttl_exp {c |}{col 21}{res} 0.0371534 0.0378266 {txt}{space 11}tenure {c |}{col 21}{res} 0.0341690 0.0342721 {txt}{space 17} {c |} c.tenure#c.tenure {c |}{col 21}{res} -0.0018447 -0.0018569 {txt}{space 17} {c |} {space 9}not_smsa {c |}{col 21}{res} -0.0879979 -0.0889315 {txt}{space 12}south {c |}{col 21}{res} -0.0599204 -0.0609728 {txt}{hline 18}{c BT}{hline 32} r; t=0.31 22:19:05 {com}. mat bl2 = e(b) {txt}r; t=0.00 22:19:05 {com}. local selected = e(selected) {txt}r; t=0.00 22:19:05 {com}. di "`selected'" {res}age c.age#c.age ttl_exp tenure c.tenure#c.tenure not_smsa south {txt}r; t=0.00 22:19:05 {com}. //ereturn list . . // confirm post-lasso LSDV matches xtreg,fe . foreach opt in xb u e ue xbu {c -(} {txt} 2{com}. predict double `opt'hat_lasso2, ols `opt' {txt} 3{com}. {c )-} {txt}Use e(betaOLS) from previous lasso2 estimation (lambda=14.33478964608). (441 missing values generated) Use e(betaOLS) from previous lasso2 estimation (lambda=14.33478964608). (443 missing values generated) {res}{txt}Use e(betaOLS) from previous lasso2 estimation (lambda=14.33478964608). {res}{txt}(443 missing values generated) Use e(betaOLS) from previous lasso2 estimation (lambda=14.33478964608). (441 missing values generated) Use e(betaOLS) from previous lasso2 estimation (lambda=14.33478964608). {res}{txt}(443 missing values generated) r; t=0.40 22:19:06 {com}. xtreg ln_w `selected' if esample, fe {res} {txt}Fixed-effects (within) regression{col 49}Number of obs{col 67}={col 69}{res} 28,091 {txt}Group variable: {res}idcode{txt}{col 49}Number of groups{col 67}={col 69}{res} 4,697 {txt}R-sq:{col 49}Obs per group: within = {res}0.1726{col 63}{txt}min{col 67}={col 69}{res} 1 {txt} between = {res}0.3491{col 63}{txt}avg{col 67}={col 69}{res} 6.0 {txt} overall = {res}0.2622{col 63}{txt}max{col 67}={col 69}{res} 15 {txt}{col 49}F({res}7{txt},{res}23387{txt}){col 67}={col 70}{res} 696.82 {txt}corr(u_i, Xb){col 16}= {res}0.1903{txt}{col 49}Prob > F{col 67}={col 73}{res}0.0000 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} ln_wage{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 9}age {c |}{col 14}{res}{space 2} .0328779{col 26}{space 2} .0028409{col 37}{space 1} 11.57{col 46}{space 3}0.000{col 54}{space 4} .0273096{col 67}{space 3} .0384462 {txt}{space 12} {c |} {space 1}c.age#c.age {c |}{col 14}{res}{space 2}-.0006813{col 26}{space 2} .0000472{col 37}{space 1} -14.43{col 46}{space 3}0.000{col 54}{space 4}-.0007738{col 67}{space 3}-.0005887 {txt}{space 12} {c |} {space 5}ttl_exp {c |}{col 14}{res}{space 2} .0378266{col 26}{space 2} .0014704{col 37}{space 1} 25.73{col 46}{space 3}0.000{col 54}{space 4} .0349446{col 67}{space 3} .0407087 {txt}{space 6}tenure {c |}{col 14}{res}{space 2} .0342721{col 26}{space 2} .0016285{col 37}{space 1} 21.05{col 46}{space 3}0.000{col 54}{space 4} .0310802{col 67}{space 3} .037464 {txt}{space 12} {c |} {space 4}c.tenure#{c |} {space 4}c.tenure {c |}{col 14}{res}{space 2}-.0018569{col 26}{space 2} .0001056{col 37}{space 1} -17.58{col 46}{space 3}0.000{col 54}{space 4}-.0020639{col 67}{space 3}-.0016499 {txt}{space 12} {c |} {space 4}not_smsa {c |}{col 14}{res}{space 2}-.0889315{col 26}{space 2} .0095319{col 37}{space 1} -9.33{col 46}{space 3}0.000{col 54}{space 4}-.1076146{col 67}{space 3}-.0702484 {txt}{space 7}south {c |}{col 14}{res}{space 2}-.0609728{col 26}{space 2} .0109305{col 37}{space 1} -5.58{col 46}{space 3}0.000{col 54}{space 4}-.0823973{col 67}{space 3}-.0395483 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} 1.078853{col 26}{space 2} .0419035{col 37}{space 1} 25.75{col 46}{space 3}0.000{col 54}{space 4} .9967193{col 67}{space 3} 1.160987 {txt}{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} sigma_u {c |} {res} .35541321 {txt}sigma_e {c |} {res} .29070083 {txt}rho {c |} {res} .59916157{txt} (fraction of variance due to u_i) {hline 13}{c BT}{hline 64} F test that all u_i=0: F({res}4696{txt}, {res}23387{txt}) = {res}6.65{col 62}{txt}Prob > F = {res}0.0000 {txt}r; t=0.40 22:19:06 {com}. foreach opt in xb u e ue xbu {c -(} {txt} 2{com}. predict double `opt'hat_xtreg, `opt' {txt} 3{com}. {c )-} {txt}(441 missing values generated) (443 missing values generated) (443 missing values generated) (441 missing values generated) (443 missing values generated) r; t=0.43 22:19:06 {com}. foreach opt in xb u e ue xbu {c -(} {txt} 2{com}. di "checking option `opt' {txt} 3{com}. assert reldif(`opt'hat_lasso2, `opt'hat_xtreg) < 1e-6 {txt} 4{com}. {c )-} checking option xb checking option u checking option e checking option ue checking option xbu {txt}r; t=0.02 22:19:06 {com}. . . ** alt approach from 2nd half . clear {txt}r; t=0.00 22:19:06 {com}. use https://www.stata-press.com/data/r16/nlswork {txt}(National Longitudinal Survey. Young Women 14-26 years of age in 1968) r; t=2.74 22:19:09 {com}. . replace ln_w = . if year == 80 {txt}(1,847 real changes made, 1,847 to missing) r; t=0.00 22:19:09 {com}. . lasso2 ln_w grade age c.age#c.age ttl_exp c.ttl_exp#c.ttl_exp tenure /// > c.tenure#c.tenure 2.race not_smsa south , fe {res} {txt} Knot{c |} ID Lambda s L1-Norm EBIC{col 58}R-sq {c |} Action {hline 6}{c +}{hline 57}{c +}{hline 15} {res} 1{txt}{col 7}{c |}{res} 2{col 13}5260.89117{col 25} 1{col 31} 0.00274{col 43}-6.5312e+04{txt} {res}{col 56} 0.0240{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}ttl_exp. 2{txt}{col 7}{c |}{res} 8{col 13}3010.47535{col 25} 2{col 31} 0.01479{col 43}-6.7521e+04{txt} {res}{col 56} 0.1031{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}tenure. 3{txt}{col 7}{c |}{res} 21{col 13} 898.21965{col 25} 3{col 31} 0.03515{col 43}-6.8770e+04{txt} {res}{col 56} 0.1450{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}not_smsa. 4{txt}{col 7}{c |}{res} 26{col 13} 564.10812{col 25} 4{col 31} 0.07321{col 43}-6.8901e+04{txt} {res}{col 56} 0.1496{txt}{col 65}{c |}{res}{col 67}Added south. 5{txt}{col 7}{c |}{res} 29{col 13} 426.72710{col 25} 5{col 31} 0.10321{col 43}-6.8952e+04{txt} {res}{col 56} 0.1516{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.tenure#c.tenure. 6{txt}{col 7}{c |}{res} 38{col 13} 184.71998{col 25} 6{col 31} 0.17422{col 43}-6.9405e+04{txt} {res}{col 56} 0.1664{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.age#c.age. 7{txt}{col 7}{c |}{res} 47{col 13} 79.96087{col 25} 7{col 31} 0.20877{col 43}-6.9587e+04{txt} {res}{col 56} 0.1725{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.ttl_exp#c.ttl_exp. 8{txt}{col 7}{c |}{res} 49{col 13} 66.38492{col 25} 8{col 31} 0.21441{col 43}-6.9601e+04{txt} {res}{col 56} 0.1732{txt}{col 65}{c |}{res}{col 67}Added age. 9{txt}{col 7}{c |}{res} 54{col 13} 41.69166{col 25} 7{col 31} 0.23097{col 43}-6.9716e+04{txt} {res}{col 56} 0.1765{txt}{col 65}{c |}{res}{col 67}Removed {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.ttl_exp#c.ttl_exp. 10{txt}{col 7}{c |}{res} 69{col 13} 10.32734{col 25} 8{col 31} 0.25211{col 43}-6.9769e+04{txt} {res}{col 56} 0.1785{txt}{col 65}{c |}{res}{col 67}Added {txt}{col 7}{c |}{col 65}{c |}{res}{col 67}c.ttl_exp#c.ttl_exp. {txt}Use {bf:long} option for full output. {p 0 6 2}Type e.g. {stata lasso2, lic(ebic)}{txt} to run the model selected by EBIC.{txt}{p_end} r; t=2.05 22:19:11 {com}. lasso2, lic(ebic) postres ols {txt} Use lambda=11.33424642912561 (selected by EBIC). {res} {txt}{hline 18}{c TT}{hline 32} {col 10}Selected {c |} Lasso Post-est OLS {hline 18}{c +}{hline 32} {space 14}age {c |}{col 21}{res} 0.0276373 0.0330033 {txt}{space 17} {c |} {space 6}c.age#c.age {c |}{col 21}{res} -0.0005866 -0.0006806 {txt}{space 17} {c |} {space 10}ttl_exp {c |}{col 21}{res} 0.0367445 0.0372828 {txt}{space 11}tenure {c |}{col 21}{res} 0.0356436 0.0357082 {txt}{space 17} {c |} c.tenure#c.tenure {c |}{col 21}{res} -0.0019053 -0.0019142 {txt}{space 17} {c |} {space 9}not_smsa {c |}{col 21}{res} -0.0892079 -0.0899220 {txt}{space 12}south {c |}{col 21}{res} -0.0597044 -0.0605564 {txt}{hline 18}{c BT}{hline 32} r; t=0.30 22:19:11 {com}. . local sel = e(selected) {txt}r; t=0.00 22:19:11 {com}. di "`sel'" {res}age c.age#c.age ttl_exp tenure c.tenure#c.tenure not_smsa south {txt}r; t=0.00 22:19:11 {com}. . predict double uehat , ue noi {txt}Use e(b) from previous lasso2 estimation (lambda=11.33424642913). (2,253 missing values generated) Beta used for predict: {res}{txt} c.age# c.tenure# age c.age ttl_exp tenure c.tenure not_smsa y1 {res} .0330033 -.00068058 .03728278 .0357082 -.00191421 -.08992203 {txt} south y1 {res} -.06055644 {reset}r; t=0.07 22:19:12 {com}. predict double ehat , e noi {txt}Use e(b) from previous lasso2 estimation (lambda=11.33424642913). {res}{txt}(2,255 missing values generated) Beta used for predict: {res}{txt} c.age# c.tenure# age c.age ttl_exp tenure c.tenure not_smsa y1 {res} .0330033 -.00068058 .03728278 .0357082 -.00191421 -.08992203 {txt} south y1 {res} -.06055644 {reset}r; t=0.09 22:19:12 {com}. predict double xbhat , xb noi {txt}Use e(b) from previous lasso2 estimation (lambda=11.33424642913). (441 missing values generated) Beta used for predict: {res}{txt} c.age# c.tenure# age c.age ttl_exp tenure c.tenure not_smsa y1 {res} .0330033 -.00068058 .03728278 .0357082 -.00191421 -.08992203 {txt} south y1 {res} -.06055644 {reset}r; t=0.07 22:19:12 {com}. predict double xbuhat , xbu noi {txt}Use e(b) from previous lasso2 estimation (lambda=11.33424642913). {res}{txt}(2,255 missing values generated) Beta used for predict: {res}{txt} c.age# c.tenure# age c.age ttl_exp tenure c.tenure not_smsa y1 {res} .0330033 -.00068058 .03728278 .0357082 -.00191421 -.08992203 {txt} south y1 {res} -.06055644 {reset}r; t=0.09 22:19:12 {com}. predict double uhat , u noi {txt}Use e(b) from previous lasso2 estimation (lambda=11.33424642913). (2,255 missing values generated) {res}Beta used for predict: {txt} c.age# c.tenure# age c.age ttl_exp tenure c.tenure not_smsa y1 {res} .0330033 -.00068058 .03728278 .0357082 -.00191421 -.08992203 {txt} south y1 {res} -.06055644 {reset}r; t=0.10 22:19:12 {com}. . xtreg ln_w `sel' if e(sample), fe {res} {txt}Fixed-effects (within) regression{col 49}Number of obs{col 67}={col 69}{res} 26,279 {txt}Group variable: {res}idcode{txt}{col 49}Number of groups{col 67}={col 69}{res} 4,686 {txt}R-sq:{col 49}Obs per group: within = {res}0.1786{col 63}{txt}min{col 67}={col 69}{res} 1 {txt} between = {res}0.3530{col 63}{txt}avg{col 67}={col 69}{res} 5.6 {txt} overall = {res}0.2662{col 63}{txt}max{col 67}={col 69}{res} 14 {txt}{col 49}F({res}7{txt},{res}21586{txt}){col 67}={col 70}{res} 670.64 {txt}corr(u_i, Xb){col 16}= {res}0.1930{txt}{col 49}Prob > F{col 67}={col 73}{res}0.0000 {txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {col 1} ln_wage{col 14}{c |} Coef.{col 26} Std. Err.{col 38} t{col 46} P>|t|{col 54} [95% Con{col 67}f. Interval] {hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} {space 9}age {c |}{col 14}{res}{space 2} .0330033{col 26}{space 2} .0029458{col 37}{space 1} 11.20{col 46}{space 3}0.000{col 54}{space 4} .0272294{col 67}{space 3} .0387772 {txt}{space 12} {c |} {space 1}c.age#c.age {c |}{col 14}{res}{space 2}-.0006806{col 26}{space 2} .0000487{col 37}{space 1} -13.97{col 46}{space 3}0.000{col 54}{space 4}-.0007761{col 67}{space 3}-.0005851 {txt}{space 12} {c |} {space 5}ttl_exp {c |}{col 14}{res}{space 2} .0372828{col 26}{space 2} .0015061{col 37}{space 1} 24.75{col 46}{space 3}0.000{col 54}{space 4} .0343307{col 67}{space 3} .0402349 {txt}{space 6}tenure {c |}{col 14}{res}{space 2} .0357082{col 26}{space 2} .0017123{col 37}{space 1} 20.85{col 46}{space 3}0.000{col 54}{space 4} .032352{col 67}{space 3} .0390644 {txt}{space 12} {c |} {space 4}c.tenure#{c |} {space 4}c.tenure {c |}{col 14}{res}{space 2}-.0019142{col 26}{space 2} .0001095{col 37}{space 1} -17.47{col 46}{space 3}0.000{col 54}{space 4}-.0021289{col 67}{space 3}-.0016995 {txt}{space 12} {c |} {space 4}not_smsa {c |}{col 14}{res}{space 2} -.089922{col 26}{space 2} .0099008{col 37}{space 1} -9.08{col 46}{space 3}0.000{col 54}{space 4}-.1093284{col 67}{space 3}-.0705157 {txt}{space 7}south {c |}{col 14}{res}{space 2}-.0605564{col 26}{space 2} .0114483{col 37}{space 1} -5.29{col 46}{space 3}0.000{col 54}{space 4}-.0829959{col 67}{space 3} -.038117 {txt}{space 7}_cons {c |}{col 14}{res}{space 2} 1.074643{col 26}{space 2} .0433838{col 37}{space 1} 24.77{col 46}{space 3}0.000{col 54}{space 4} .9896076{col 67}{space 3} 1.159678 {txt}{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12} sigma_u {c |} {res} .35740248 {txt}sigma_e {c |} {res} .29207998 {txt}rho {c |} {res} .59956903{txt} (fraction of variance due to u_i) {hline 13}{c BT}{hline 64} F test that all u_i=0: F({res}4685{txt}, {res}21586{txt}) = {res}6.23{col 62}{txt}Prob > F = {res}0.0000 {txt}r; t=0.30 22:19:12 {com}. mat bxtreg = e(b) {txt}r; t=0.00 22:19:12 {com}. . predict double uehat_xtreg , ue {txt}(2,253 missing values generated) r; t=0.02 22:19:12 {com}. predict double ehat_xtreg , e {txt}(2,255 missing values generated) r; t=0.14 22:19:12 {com}. predict double xbhat_xtreg , xb {txt}(441 missing values generated) r; t=0.01 22:19:12 {com}. predict double xbuhat_xtreg , xbu {txt}(2,255 missing values generated) r; t=0.12 22:19:12 {com}. predict double uhat_xtreg , u {txt}(2,255 missing values generated) r; t=0.12 22:19:13 {com}. . assert abs(ehat_xtreg-ehat)<10e-8 | (missing(ehat_xtreg) | missing(ehat)) {txt}r; t=0.00 22:19:13 {com}. assert abs(uehat_xtreg-uehat)<10e-8 | (missing(uehat_xtreg) | missing(uehat)) {txt}r; t=0.01 22:19:13 {com}. assert abs(xbhat_xtreg-xbhat)<10e-8 | (missing(xbhat_xtreg) | missing(xbhat)) {txt}r; t=0.01 22:19:13 {com}. assert abs(xbuhat_xtreg-xbuhat)<10e-8 | (missing(xbuhat_xtreg) | missing(xbuhat)) {txt}r; t=0.00 22:19:13 {com}. assert abs(uhat_xtreg-uhat)<10e-8 | (missing(uhat_xtreg) | missing(uhat)) {txt}r; t=0.00 22:19:13 {com}. . . . ******************************************************************************** . *** finish *** . ******************************************************************************** . . cap log close {smcl} {com}{sf}{ul off}