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st: overfitting
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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
------------------------------------------------------------------------------
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