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  • Adding sampling weights to dsregress

    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
    Code:
    reg y x [aweight=myweights]
    when trying the command
    Code:
    dsregress y x, controls (mycontrols)
    ? (If not in-built, how would one add weights manually?)

  • #2
    Did you find a solution for this problem?

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