CROSSFOLD: Stata module to perform k-fold cross-validation
Benjamin Daniels ()
Statistical Software Components from Boston College Department of Economics
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
Keywords: cross-validation; k-fold (search for similar items in EconPapers)
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.
References: Add references at CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/c/crossfold.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/crossfold.sthlp help file (text/plain)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457426
Ordering information: This software item can be ordered from
Access Statistics for this software item
More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().