Quantcast
Channel: Statalist
Viewing all articles
Browse latest Browse all 73290

LASSO with a Gamma, Log link GLM

$
0
0
I am trying to run LASSO regression on a GLM model with gamma variance and a log link function but I cannot find any STATA packages that will allow me to do this. I have looked at the "lars" package and the "plogit" package but neither seems compatible with my model specification. I know MATLAB has an inbuilt LASSO-GLM package so it seems likely that there would be one for STATA; is there a package somewhere that I'm missing?

Thanks

Viewing all articles
Browse latest Browse all 73290

Trending Articles



<script src="https://jsc.adskeeper.com/r/s/rssing.com.1596347.js" async> </script>