lassopack and pdslasso (January 15, 2019)

The latest versions of lassopack (v1.2) and pdslasso (v1.1) are available through the SSC repository:

ssc install lassopack
ssc install pdslasso

Note that pdslasso requires lassopack to be installed.

Alternatively you can download the packages via our website:

net install lassopack, from("") 
net install pdslasso, from("") 

Add replace to overwrite existing versions of the packages. We update the Github version of the packages more frequently. Currently, both SSC and Github version are identical.


lassologit is currently only available from Github:

net install lassologit, from("") 

Verify installation

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

whichpkg lassopack

which requires the user-written package whichpkg.