Achim Ahrens

Economic and Social Research Institute (ESRI)

Whitaker square Sir john Rogerson's Quay

Dublin 2

Dublin

Ireland

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Scholarly Papers (1)

1.

Iassopack: Model Selection and Prediction with Regularized Regression in Stata

IZA Discussion Paper No. 12081
Number of pages: 55 Posted: 28 Jan 2019
Economic and Social Research Institute (ESRI), University of Chicago - Booth School of Business - Econometrics and Statistics and Heriot-Watt University - Centre for Economic Reform and Transformation
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Abstract:

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lasso2, cvlasso, rlasso, lasso, elastic net, square-root lasso, cross-validation