Pystacked implements stacking regression ( Wolpert, 1992) via scikit-learn’s The package allows to select control variables and/or instruments from a large set of variables in a setting where the researcher is interested in estimating the causal impact of one or more (possibly endogenous) causal variables of interest. Pdslasso offers methods to facilitate causal inference in structural models. ![]() Ridge regression ( Hoerl & Kennard 1970),Īdaptive lasso ( Zou 2006) and post-estimation OLS. ![]() The package lassopack implements lasso ( Tibshirani 1996), ![]() The packages include features intended for prediction, On this website we introduce packages for machine learning in Stata.
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