LOOCV: Stata module to perform Leave-One-Out Cross-Validation

Manuel Barron

Statistical Software Components from Boston College Department of Economics

Abstract: This module performs leave-one-out cross-validation, and returns three goodness-of-fit measures.

Language: Stata
Requires: Stata version 11
Keywords: cross validation; goodness of fit (search for similar items in EconPapers)
Date: 2014-10-11
Note: This module may be installed from within Stata by typing "ssc install loocv". 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.
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Citations: View citations in EconPapers (4)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/l/loocv.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/loocv.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457926

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