Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: overfitting


From   [email protected]
To   [email protected]
Subject   st: overfitting
Date   Wed, 14 Aug 2013 09:18:40 -0400

Hi StataList,

I have the problem of overfitting. All the values are in log forms. What should I do?
Thanks in advance.

reg y x1 x2 x3 x4 x5

      Source |       SS       df       MS              Number of obs =     160
-------------+------------------------------           F(  5,   154) =22942.30
       Model |  .214791334     5  .042958267           Prob > F      =  0.0000
    Residual |  .000288357   154  1.8724e-06           R-squared     =  0.9987
-------------+------------------------------           Adj R-squared =  0.9986
       Total |  .215079691   159  .001352702           Root MSE      =  .00137

------------------------------------------------------------------------------
           y |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
          x1 |   -.039897   .0008289   -48.13   0.000    -.0415345   -.0382595
          x2 |   1.063405   .0033848   314.17   0.000     1.056719    1.070092
          x3 |  -.0008994   .0005395    -1.67   0.098    -.0019652    .0001664
          x4 |   .0023422   .0024396     0.96   0.339    -.0024772    .0071615
          x5 |   .0025709    .000884     2.91   0.004     .0008246    .0043172
       _cons |  -.1434952   .0099081   -14.48   0.000    -.1630685   -.1239219
------------------------------------------------------------------------------


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index