Dear all,
consider the following example:
Apparently, the code runs fine and there are no error messages. Also, on the left side on the screen, after running lasso, there is no error code displayed for this command. Yet, _rc holds an error code. When I look up the code (601), this is: file not found (https://www.stata.com/manuals/perror.pdf#perror)
I am a bit confused what is going on. Is here an error? And if so, what exactly? Which file is not found?
consider the following example:
Code:
. clear all
. version 18.0
. set seed 123
. webuse nlswork
(National Longitudinal Survey of Young Women, 14-24 years old in 1968)
. lasso linear age c_city not_smsa collgrad, nolog
Lasso linear model No. of obs = 28,502
No. of covariates = 3
Selection: Cross-validation No. of CV folds = 10
--------------------------------------------------------------------------
| No. of Out-of- CV mean
| nonzero sample prediction
ID | Description lambda coef. R-squared error
---------+----------------------------------------------------------------
1 | first lambda 1.074371 0 0.0001 44.90159
60 | lambda before .0044393 3 0.0353 43.32257
* 61 | selected lambda .0040449 3 0.0353 43.32256
--------------------------------------------------------------------------
* lambda selected by cross-validation.
Note: Minimum of CV function not found; lambda selected based on stop()
stopping criterion.
. di _rc
601
I am a bit confused what is going on. Is here an error? And if so, what exactly? Which file is not found?

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