*! version 1.2 * This command calculates the LASSO estimator of a linear regression. It is a * wrapper for elasticregress. program define lassoregress, eclass byable(onecall) version 13 syntax varlist(min=2 numeric fv) [if] [in] [aweight], [ /// lambda(real -1) numlambda(integer 100) lambda1se lambdamin /// numfolds(integer 10) epsilon(real 0.001) tol(real -1) collinear ] if _by() local byprefix by `_byvars': `byprefix' elasticregress `varlist' `if' `in' [`weight'`exp'], alpha(1) /// lambda(`lambda') numlambda(`numlambda') `lambda1se' `lambdamin' /// numfolds(`numfolds') epsilon(`epsilon') tol(`tol') `collinear' ereturn local cmd "lassoregress" end