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.

Bibtex file

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

Bibtex file