set more off

clear

import excel using GrowthExample.xls , first

**********************************************
* Regression with all variables
**********************************************

local x = "bmp1l freeop freetar h65 hm65 hf65 p65 pm65 pf65 s65 sm65 sf65 fert65 mort65 lifee065 gpop1 fert1 mort1 invsh41 geetot1 geerec1 gde1 govwb1 govsh41 gvxdxe41 high65 highm65 highf65 highc65 highcm65 highcf65 human65 humanm65 humanf65 hyr65 hyrm65 hyrf65 no65 nom65 nof65 pinstab1 pop65 worker65 pop1565 pop6565 sec65 secm65 secf65 secc65 seccm65 seccf65 syr65 syrm65 syrf65 teapri65 teasec65 ex1 im1 xr65 tot1"

reg Outcome gdpsh465 `x' , robust

**********************************************
* Naive variable selection
**********************************************

lassoShooting Outcome gdpsh465 `x' , het(1) verbose(0) lasiter(5)
local xn `r(selected)'

reg Outcome gdpsh465 `xn' , robust

**********************************************
* Post Double Selection
**********************************************

lassoShooting Outcome `x' , het(1) verbose(0) lasiter(5)
local ysel `r(selected)'

lassoShooting gdpsh465 `x', het(1) verbose(0) lasiter(5)
local xsel `r(selected)'

local xuse : list ysel | xsel

reg Outcome gdpsh465 `xuse' , robust