I am working with a dataset that has around 35,000 observations and 500 right-hand side variables. When running the following lasso2 model: "lasso2 $varlist_vars3 if test_set == 0 , adaptive lic(ebic) postres"
The command produces the following error.
getMinIC(): 3200 conformability error
getInfoCriteria(): - function returned error
EstimateLassoPath(): - function returned error
<istmt>: - function returned error
Not sure if this is just a big data problem and the solution is reduce the variable list or if replacing the getMinIC() function could solve the problem. Thanks for any input!
The command produces the following error.
getMinIC(): 3200 conformability error
getInfoCriteria(): - function returned error
EstimateLassoPath(): - function returned error
<istmt>: - function returned error
Not sure if this is just a big data problem and the solution is reduce the variable list or if replacing the getMinIC() function could solve the problem. Thanks for any input!
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