Lasso, ridge, elastic net regression

[Kjell Weyde]

Dear all,
do any of you know if it is possible to do lasso, ridge og elastic net regression on multiple imputed data in Stata 15.0?

Best regards,
Kjell

[Rich Goldstein]

I do not know but have some "suggestions":

1. update your Stata; it is free and the current version is 15.1; see

help update

2. you can examine the ado files to see if they set program properties to allow use of -mi estimate-; see

help view
help program_properties

3. you can try the "cmdok" option of -mi estimate-; see

help mi_esimate