penalized regression model (LASSO regression)

[Maysam Ayoub]

Hello,
I am replicating a stufy that uses a penalized regression model (LASSO regression).

I am imposing that certain controls must always be kept as the independent variables of the model (Lev Loss Ret) and the remaining fixed effects as part of the pool of covariates from which the LASSO regression has to select from and include in a potential extended model. The result of this selection is reported. By this, I can report % of the fixed effects kept by a LASSO regression:

Dependent Variable	ABWC
Accounting Firm	____%
Office	____%
Partner	____%

I started with the below command but need guidance on how to correct the below code so that am able generate the results
Starting point:
dsregress ABWC Size Lev Loss Ret, controls (Accounting_Firm Office Partner)
Your guidance and help is appreciated

[Jared Greathouse]

You're not new here, you know better than to post a question without any (pretty much any) code or data.

[Maysam Ayoub]

@Jared Greathouse Thank you! I posted another one with a sample of the dataset using dataex. Appreciate your help
https://www.statalist.org/forums/forum/general-stata-discussion/general/1705762-penalized-regression-model-lasso-regression