Citation #
lassopack is not an official Stata package. It is a free contribution to the research community, like a paper.
Please cite it as such:
Ahrens, A., Hansen, C.B., Schaffer, M.E. 2018. LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation. http://ideas.repec.org/c/boc/bocode/s458458.html
Ahrens A, Hansen CB, Schaffer ME (2020). lassopack: Model selection and prediction with regularized regression in Stata. The Stata Journal. 20(1):176-235. doi:10.1177/1536867X20909697