rlasso
Select relevant covariates and estimate causal effects using rigorous Lasso or post-Lasso, with diagnostics for violations and next steps.
Instructions
Rigorous Lasso / post-Lasso -- a faithful port of hdm::rlasso.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| X | Yes | Design matrix of candidate covariates (``p`` may exceed ``n``). | |
| y | Yes | Response. | |
| rng | No | Only used when ``X.dependent.lambda`` simulation is requested. | |
| post | No | If ``True``, re-estimate the selected support by OLS (post-Lasso). | |
| detail | No | Payload depth: 'minimal' (~150 tokens) for sub-step calls where only the point estimate is needed; 'standard' (~1K tokens) for diagnostics + coefficient table; 'agent' (~2K tokens, default) adds violations / next_steps / suggested_functions so the LLM can plan its next call without another round-trip. | agent |
| control | No | Overrides for ``numIter`` (default 15), ``tol`` (default 1e-5) and ``threshold`` (default ``None``). | |
| penalty | No | Overrides for ``homoscedastic`` (``True`` / ``False`` / ``"none"``), ``X.dependent.lambda`` (bool), ``c`` (slack, default 1.1), ``gamma`` (default ``0.1/log(n)``), ``lambda.start`` and ``numSim``. Defaults reproduce hdm exactly. | |
| colnames | No | Names for the columns of ``X`` (default ``V1..Vp``). | |
| as_handle | No | If true, cache the fitted result on the server and return result_id + result_uri alongside the JSON payload so a subsequent tools/call can chain without re-running. | |
| data_path | No | Absolute path or URL to a data file. Supported: .csv / .tsv / .txt (delimited), .parquet / .pq, .feather / .arrow, .xlsx / .xls, .dta (Stata), .json / .jsonl. Schemes: file://, s3://, gs://, https://. | |
| intercept | No | Center ``X`` and ``y`` and report an intercept on the original scale. | |
| result_id | No | Optional handle to a previously-fitted result (returned by an earlier call when as_handle=true). Tools that operate on a fitted object accept this in place of re-supplying data_path + columns. | |
| data_columns | No | Optional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads. | |
| data_sample_n | No | Optional uniform random subsample size (seed=0, deterministic) — useful on huge panels. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||