*! pdslasso 1.0.03 04sept2018 *! pdslasso package 1.1 15jan2019 *! authors aa/cbh/ms * wrapper for ivlasso program define pdslasso, eclass // no sortpreserve needed since ivlasso handles that syntax [anything] [if] [in] [aw pw], /// note no "/" after pw [ /// OLSOPTions(string) /// options passed to IV or OLS estimation * ] version 13 // passing empty weights expression [] causes problems so if "`weight'" ~= "" { local weightopt [`weight'`exp'] } ivlasso `anything' `weightopt' `if' `in' , `options' cmdname(pdslasso) ivoptions(`olsoptions') ereturn local cmd pdslasso end