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

Author

Listed:
  • Manuel Barron

    (University of California, Santa Cruz)

Programming Language

Stata

Abstract

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

Suggested Citation

  • Manuel Barron, 2014. "LOOCV: Stata module to perform Leave-One-Out Cross-Validation," Statistical Software Components S457926, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457926
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/l/loocv.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/loocv.sthlp
    File Function: help file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Piotr Lewandowski & Albert Park & Simone Schotte, 2020. "The global distribution of routine and non-routine work," IBS Working Papers 06/2020, Instytut Badan Strukturalnych.

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