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Description
rlasso does not select any variables and return the following. It worked yestersday with the same code.
Call:
rlasso.formula(formula = y ~ x, data = alldata, post = TRUE,
intercept = TRUE)
Post-Lasso Estimation: TRUE
Total number of variables: 16
Number of selected variables: 0
Residuals:
Min 1Q Median 3Q Max
-1.202241 -0.137095 0.007434 0.175372 0.864319
Estimate
Residual standard error: 0.08343
Multiple R-squared: 0
Adjusted R-squared: 0
Joint significance test:
the sup score statistic for joint significance test is 467.5 with a p-value of 0.13
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