help xvalolsVersion 1.0.0

Title

xvalols -- Generates crossvalidated OLS regression coefficients.

Syntax

xvalols varlist ,
[iter(var or string)]

Description

xvalols crossvalidates an OLS regression over a pre-specified number of crossfolds.

Options

varlist name of the dependent variable (DV) variable, followed by the names of the independent variables

iter(num) number of crossfolds, or variable specifying crossfolds

Examples

. xvalols y_avg x_avg, iter(10)

. xvalols y_avg x_avg, iter(cutoff)

Saved Results

nonparmde saves the following in e():

Scalars

e(outputx) A crossvalidated regression coefficient for variable number x.

Matrices

e(crossfold_output) A table of crossfolds and corresponding crossvalidated values.

Authors

Joel Middleton

New York University

joel.middleton@gmail.com

John Ternovski

Analyst Institute

johnt1@gmail.com