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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

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Bogdan Salahub

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Preprint Sep 2026

Choosing the Dictionary and Penalty for IV-LASSO

Estimating the first stage of an instrumental variables (IV) model with the least absolute shrinkage and selection operator (LASSO) requires choosing a dictionary of technical instruments and a penalty level. First-order asymptotic theory offers no guidance on these choices, as any consistent implementation yields a st...

Yu-Kun Ma, Manu Navjeevan, Bogdan Salahub · 0 citations

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