Lasso error message "error in postselection b"

[Sherry Zhang]

Hi everyone,

I encountered this error when I was running the Lasso, "error in postselection b".

Grid value 38:    lambda = .0134879   no. of nonzero co
> ef. =     216
Folds: 1...5....10   CVF = 1.175981
... cross-validation complete ... minimum found
error in postselection b
r(430);

end of do-file

r(430);

My codes are:

lasso logit `var'  _* if treat_group==4, selection(cv) rseed(1)

I think it's something related to the seed, because when I change the seed from 1 to 2, the normal Lasso results show up. Since I wanted to get a iteration of 1000 times lasso, I am varying my seed from 1 to 1000. Wonder if anyone knows what causes this kind of error and how to avoid this during the iteration? Thanks!

[Chris Imler]

Hi Sherry,

I have the same error, but it appears consistently over different seeds. I was wondering if you have found a solution or if anyone else has an idea?

Best,
Chris