Re: st: cross validation and student version of STATA "Sophie Barthel"

[Fred Wolfe <fwolfe@arthritis-research.org>]

I have a partially written ado file to do 10-fold cross-validation. It is a 
little crude yet, and is unfinished for bells and whistles, but it works. 
You may have to hack it a little to do what you want, but send me an email 
if you would like the file. Cross-validation is most useful when you are 
"testing" many models.

Fred Wolfe

At 02:09 PM 2/27/2003 -0600, you wrote:

> In some contexts, cross-validation means to develop a predictive model in 
> one "training" data set and use it in an independent data set to 
> 'validate' the predictive ability of the model. This reminds me of the 
> split-half coefficient or cronbach's alpha.
>
>
>
> > I have been asked by a friend to do a bootstrap analysis in STATA for
> > confidence intervals (which i do know how to do). However, he is also
> > asking for a cross validation, and to be honest I am a bit stuck as to
> > what exactly he means by this.
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
---------------------------------
Fred Wolfe (fwolfe@arthritis-research.org)
National Data Bank for Rheumatic Diseases
Arthritis Research Center Foundation
Wichita, KS USA

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/