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


From   David Airey <david.airey@Vanderbilt.Edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: cross validation and student version of STATA "Sophie Barthel"
Date   Thu, 27 Feb 2003 14:09:08 -0600

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.
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