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Might be caused by all folds terminating before the last gridpoint(s). Would be useful to have a "nodevcrit" option as in lasso2 to force the full grid to be used.
lcount(.) ignores the last point in the grid, e.g., with lcount(10) the smallest lambda in the grid is ignored.
Example:
sysuse auto, clear
cvlasso price mpg-foreign, lglmnet nfolds(3) norandom lcount(10)
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