Citation

pdslasso and ivlasso are not official Stata commands. They are free contributions to the research community, like a paper.

Please cite it as such:

Ahrens, A., Hansen, C.B., Schaffer, M.E. 2018. pdslasso and ivlasso: Programs for post-selection and post-regularization OLS or IV estimation and inference. http://ideas.repec.org/c/boc/bocode/s458459.html