CROSSFOLD: Stata module to perform k-fold cross-validation
Abstractcrossfold performs k-fold cross-validation on a specified model in order to evaluate a model's ability to fit out-of-sample data. This procedure splits the data randomly into k partitions, then for each partition it fits the specified model using the other k-1 groups and uses the resulting parameters to predict the dependent variable in the unused group.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S457426.
Programming language: Stata
Requires: Stata version 11
Date of creation: 23 Feb 2012
Date of revision:
Note: This module should be installed from within Stata by typing "ssc install crossfold". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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