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cvlasso bug in lcount(.) option #1

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markeschaffer opened this issue Aug 24, 2021 · 1 comment
Open

cvlasso bug in lcount(.) option #1

markeschaffer opened this issue Aug 24, 2021 · 1 comment

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@markeschaffer
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lcount(.) ignores the last point in the grid, e.g., with lcount(10) the smallest lambda in the grid is ignored.

Example:

sysuse auto, clear
cvlasso price mpg-foreign, lglmnet nfolds(3) norandom lcount(10)

@markeschaffer
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Might be caused by all folds terminating before the last gridpoint(s). Would be useful to have a "nodevcrit" option as in lasso2 to force the full grid to be used.

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