Hi! I'm using the dsregress command to run a double selection lasso model. There are a huge number of set of interactions (not more than the number of observations though) which have to be included in the alwaysvars controls. However, even when I run the command below, Stata drops most of the variables specified in alwaysvars.
dsregress `var' dummy_ram_mosque dummy_mosque, controls((1.election_type##district_name i.date_election) share_female share_foreign pop_density log_emp pop_tot_all foreign native pop_density employed_sv young_all young_male gender_imbalance share_muslim_1987 gr1_employed_sv avggr2_employed_sv log_foreign)
Does anyone know why it's occurring and could suggest a solution to this?
Thank you very much in advance!
dsregress `var' dummy_ram_mosque dummy_mosque, controls((1.election_type##district_name i.date_election) share_female share_foreign pop_density log_emp pop_tot_all foreign native pop_density employed_sv young_all young_male gender_imbalance share_muslim_1987 gr1_employed_sv avggr2_employed_sv log_foreign)
Does anyone know why it's occurring and could suggest a solution to this?
Thank you very much in advance!
