clear all cap cd "/Users/kahrens/MyProjects/lassopack" cap cd "C:\LocalStore\ecomes\Dropbox\StataLasso\lassoLogit" adopath + "`c(pwd)'" global loadspam insheet using https://archive.ics.uci.edu/ml/machine-learning-databases/spambase/spambase.data, clear comma global loadprostate insheet using https://web.stanford.edu/~hastie/ElemStatLearn/datasets/prostate.data, clear tab cap log close log using "cs_lassologit_all.smcl", replace which lassologit which lassologit_p which cvlassologit which rlassologit do "cs_lassologit.do" // ok do "cs_cvlassologit.do" // do "cs_rlassologit.do" do "cs_lassologit_predict.do" do "cs_lassologit_weights.do" cap log close