CROSSFOLD: Stata module to perform k-fold cross-validation
crossfold 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.
|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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|Order Information:||Web: http://repec.org/docs/ssc.php|
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