For high-dimensional control variable selection, pdslasso implements the Belloni, Chernozhukov, and Hansen (2014) method. It uses Lasso to select relevant controls from a large set and then performs valid inference on a single treatment variable—perfect for situations with more potential confounders than observations.
For a full breakdown of every technical addition, you can explore the official New in Stata 18 feature list . New reporting features | New in Stata 18 Stata 18
No software is perfect. Here are the most common criticisms of Stata 18, with honest assessment: For high-dimensional control variable selection
: Stata 18 features a modern default graph scheme ( stcolor ) with a white background, updated colors, and improved layout defaults like horizontal y-axis labels. 2. Enhanced Reporting and Exporting pdslasso implements the Belloni