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  • Mulitple CV graphs for lasso/elasticnet estimates

    Hi,
    I am running different regularized estimators, elasticnet and linear lasso. I want to plot Cross-validation plots for both of them. I would like to have the cross validation plots be on the same graph but I don't know how to do it with the cvplot command.

    Code:
    lasso linear hotspot_150miEB std_aod std_d_6d std_d_pm_natt std_f_naics_* 
    eststo lassolinear
    elasticnet linear hotspot_150miEB     std_aod std_d_6d std_d_pm_natt std_f_naics_* alpha(0) 
    eststo ridge 
    cvplot ridge 
    cvplot lassolinear
    I want cvplot ridge and cvplotlinear to be on the same graph. I tried:
    Code:
    cvplot lassolinear ridge
    cvplot lassolinear || cvplot ridge
    But the first line above does not work and the second one is not the outcome I am looking for.

    Thank you in advance for your help!
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