CV_KFOLD: Stata module to implement k-fold cross-validation procedures

Fernando Rios-Avila ()

Statistical Software Components from Boston College Department of Economics

Abstract: cv_kfold is a post estimation command that implements a k-fold cross-validation procedure after regress, logit, probit, mlogit, poisson, and nbreg. The program allows selecting the number of folds "k" and repetitions to be run based on a previously estimated model, and reports either the mean squared errors (after regress), or average log likelihood.

Language: Stata
Requires: Stata version 14
Keywords: cross validation; post estimation; regression; logit; probit (search for similar items in EconPapers)
Date: 2020-06-11, Revised 2022-11-04
Note: This module may be installed from within Stata by typing "ssc install cv_kfold". 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/cv_kfold.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cv_kfold.sthlp help filetor (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:s458798

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 ().