Hi,
I am new to this forum and hope to take advantage of the collective wisdom of all of you! I am performing lasso regression using the "lars" command (ssc install lars; Author: Adrian Mander) and I can't figure out how to create predicted values of my outcome variable from the model. The output of "lars" is a list of coefficients for a subset of variables, and I assume that's the subset of variables that optimizes the quality of the prediction. But when I use the "predict" command after that, it either says "last estimation not found," or if I had previously run a different type of regression it uses the most recent estimation to create predicted values. Is there another type of "predict" command that works after "lars"?
Thank you!
Jonathan
I am new to this forum and hope to take advantage of the collective wisdom of all of you! I am performing lasso regression using the "lars" command (ssc install lars; Author: Adrian Mander) and I can't figure out how to create predicted values of my outcome variable from the model. The output of "lars" is a list of coefficients for a subset of variables, and I assume that's the subset of variables that optimizes the quality of the prediction. But when I use the "predict" command after that, it either says "last estimation not found," or if I had previously run a different type of regression it uses the most recent estimation to create predicted values. Is there another type of "predict" command that works after "lars"?
Thank you!
Jonathan
