SSC version #

You can get pdslasso from SSC:

ssc install pdslasso

Note that pdslasso requires lassopack to be installed.

Add replace to overwrite existing versions of the packages.

Github installation #

Please note that we update the SSC versions less frequently. You can get the lastest versions from github:

net install pdslasso, ///
	from("https://raw.githubusercontent.com/statalasso/pdslasso/master/") 

Please check for updates on a regular basis.

Installing old versions: #

We keep old versions of lassopack and pdslasso on github to facilitate reproducibility. For example, to install version 1.3 of lassopack, simply use

net install lassopack, ///
	from("https://raw.githubusercontent.com/statalasso/pdslasso/master/pdslasso_v13")

Check out our github repository here to see which old versions are available.

Offline installation #

If you want to use pdslasso in an offline environment, we recommend to download the packages from the Github repositories. The links to repositories are above; click the green button “Code” and “Download ZIP”. Then run net install as above but from() should refer to the downloaded and unzipped repository folder.

Verify installation #

To check that the packages were installed correctly, type e.g.

whichpkg pdslasso

which requires the user-written package whichpkg.

We recommend to add this to your log files to facilitate reproducibility.