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Machine Learning in Stata Using H2O Reference Manual

This manual includes features that are part of StataNow™.

Publisher:  Stata Press
Copyright:  2025
ISBN-13:  978-1-59718-452-6
Pages:  354
 
Suggested citation

StataCorp. 2025. Stata 18 Machine Learning in Stata Using H2O Reference Manual. College Station, TX: Stata Press.

Supplemental materials
Machine Learning in Stata Using H2O Reference Manual
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Table of contents

Intro Introduction to machine learning and ensemble decision trees StataNow
h2oml Introduction to commands for Stata integration with H2O machine learning StataNow


H2O setup Prepare data for H2O analysis in Stata StataNow


h2oml gbm Gradient boosting machine for regression and classification StataNow
h2oml gbbinclass Gradient boosting binary classification StataNow
h2oml gbmulticlass Gradient boosting multiclass classification StataNow
h2oml gbregress Gradient boosting regression StataNow


h20ml rf Random forest for regression and classification StataNow
h2oml rfbinclass Random forest binary classification StataNow
h2oml rfmulticlass Random forest multiclass classification StataNow
h2oml rfregress Random forest regression StataNow


h2oml postestimation Postestimation tools for h2oml gbm and h2oml rf StataNow


h2omlest Store and restore H2OML estimation results StataNow


h2omlestat aucmulticlass Display AUC and AUCPR after multiclass classification StataNow
h2omlestat confmatrix Display confusion matrix StataNow
h2omlestat cvsummary Display cross-validation summary StataNow
h2omlestat gridsummary Display grid-search summary StataNow
h2omlestat hitratio Display hit-ratio table StataNow
h2omlestat metrics Display performance metrics StataNow
h2omlestat threshmetric Display threshold-based metrics for binary classification StataNow


h2omlexplore Explore models after grid search StataNow


h2omlgof Compare goodness of fit for machine learning models StataNow


h2omlgraph ice Produce individual conditional expectation plot StataNow
h2omlgraph pdp Produce partial dependence plot StataNow
h2omlgraph prcurve Produce precision–recall curve plot StataNow
h2omlgraph roc Produce ROC curve plot StataNow
h2omlgraph scorehistory Produce score history plot StataNow
h2omlgraph shapsummary Produce SHAP beeswarm plot StataNow
h2omlgraph shapvalues Produce SHAP values plot for individual observations StataNow
h2omlgraph varimp Produce variable importance plot StataNow


h2omlpostestframe Specify frame for postestimation analysis StataNow


h2omlselect Select model after grid search StataNow


h2omltree Save decision tree DOT file and display rule set StataNow
DOT extension Handling DOT files StataNow


encode_option Encoding schemes for categorical predictors StataNow
metric_option Classification and regression metrics StataNow


H2O option mapping Mapping of H2OML estimation options to H2O StataNow
H2O reproducibility Reproducibility in H2O StataNow


Glossary


Subject and author index