IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s458412.html
 

KFOLDCLASS: Stata module for generating classification statistics of k-fold cross-validation for binary outcomes

Author

Listed:
  • Ariel Linden

    () (Linden Consulting Group)

Abstract

kfoldclass performs k-fold cross-validation for regression and machine learning models with a binary outcome and then produces classification measures to assist in determining the error rate (or conversely, the accuracy) of a prediction (classification) model. In k-fold cross-validation, each of the k hold-out groups in turn is left out, and the logit, probit, randomforest, svmachines, or boosted regression model is estimated for all remaining (k-1) groups. The predicted value is then calculated for the one hold-out group, and the accuracy is determined as success or failure in predicting the outcome for that group. The results of all k predictions are used to calculate the final error estimates (accuracy) displayed in the classification table and ROC curves generated by kfoldclass.

Suggested Citation

  • Ariel Linden, 2017. "KFOLDCLASS: Stata module for generating classification statistics of k-fold cross-validation for binary outcomes," Statistical Software Components S458412, Boston College Department of Economics, revised 19 Sep 2018.
  • Handle: RePEc:boc:bocode:s458412
    Note: This module should be installed from within Stata by typing "ssc install kfoldclass". Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/k/kfoldclass.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/k/kfoldclass.sthlp
    File Function: help file
    Download Restriction: no

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s458412. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum). General contact details of provider: http://edirc.repec.org/data/debocus.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.