I am attempting to use double-selection lasso regressions on country-level data, where I need to add in sampling weights by country population. How can I include sampling weights in dsregress (or poregress, xporegress)? E.g., is there an equivalent to
when trying the command
? (If not in-built, how would one add weights manually?)
Code:
reg y x [aweight=myweights]
Code:
dsregress y x, controls (mycontrols)
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