COMBINATORICS: Stata module to evaluate the performance of all possible 2^n models generated with a given set of n possible explanatory variables

Claire Vandendriessche

Statistical Software Components from Boston College Department of Economics

Abstract: This data mining program performs batch OLS estimation, out-of-sample validation and Leave-one-out cross-validation (LOOCV) on all the 2^n models combined from a set of n candidate explanatory variables.

Language: Stata
Requires: Stata version 11 and tuples from SSC (q.v.)
Keywords: data mining; combinatorics; out-of-sample validation (search for similar items in EconPapers)
Date: 2016-06-12
Note: This module should be installed from within Stata by typing "ssc install combinatorics". 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.
References: Add references at CitEc
Citations:

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

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458191

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

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 ().