Lasso for clustered data

You can now account for clustered data in your lasso analysis. Ignoring clustering may lead to incorrect results in the presence of correlation between observations within the same cluster. With lasso commands for prediction such as lasso and elasticnet, you can specify the new cluster({\it clustvar}) option. With lasso commands for inference such as poregress, you can specify the new vce(cluster {\it clustvar}) option.

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