BOOST: Stata module to perform boosted regression

Matthias Schonlau ()
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Matthias Schonlau: University of Waterloo

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 16
Date: 2018-10-07, Revised 2020-11-09
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.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/b/boost.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/boost_logistic.do program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/boost_normal.do program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/boost_predict.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/boost.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/i/influence_barchart.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/influence_delete.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/influence_barchart.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/b/boost_linux64.plugin binary plugin (application/octet-stream)
http://fmwww.bc.edu/repec/bocode/b/boost_mac64.plugin binary plugin (application/octet-stream)
http://fmwww.bc.edu/repec/bocode/b/boost_win64.plugin binary plugin (application/octet-stream)

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