IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s458541.html
 

BOOST: Stata module to perform boosted regression

Author

Listed:
  • Matthias Schonlau

    (University of Waterloo)

Programming Language

Stata

Abstract

boost implements the MART boosting algorithm described in Hastie et al. (2001). boost accommodates Gaussian (normal), logistic, Poisson and multinomial regression. The algorithm is implemented as a C++ plugin and requires Stata 16 or higher to run. By default the model is fit using the first 80% of the data (training data). This percentage can be changed through the option trainfraction(). To ensure that the training data are random 80% sort the data in random order before running boost.

Suggested Citation

  • Matthias Schonlau, 2018. "BOOST: Stata module to perform boosted regression," Statistical Software Components S458541, Boston College Department of Economics, revised 09 Nov 2020.
    • Handle: RePEc:boc:bocode:s458541
    Note: This module should be installed from within Stata by typing "ssc install boost". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). 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/b/boost.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/b/boost_logistic.do
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/b/boost_normal.do
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/b/boost_predict.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/b/boost.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/influence_barchart.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/influence_delete.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/influence_barchart.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/b/boost_linux64.plugin
    File Function: binary plugin
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/b/boost_mac64.plugin
    File Function: binary plugin
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/b/boost_win64.plugin
    File Function: binary plugin
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Stata;

    Statistics

    Access and download statistics

    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:s458541. See general information about how to correct material in RePEc.

    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.

    We have no bibliographic references for this item. You can help adding them by using 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.

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

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

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.