oosse (Q66070): Difference between revisions
From MaRDI portal
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Added link to MaRDI item. |
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Property / last update: 22 May 2023 / rank | |||||||||||||||
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Property / author: Stijn Hawinkel / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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1.0.8 | |||||||||||||||
Property / software version identifier: 1.0.8 / rank | |||||||||||||||
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Property / software version identifier: 1.0.8 / qualifier | |||||||||||||||
publication date: 30 August 2023
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publication date: 22 September 2023
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Property / software version identifier: 1.0.11 / rank | |||||||||||||||
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publication date: 7 February 2024
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7 February 2024
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Property / last update: 7 February 2024 / rank | |||||||||||||||
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Estimates out-of-sample R² through bootstrap or cross-validation as a measure of predictive performance. In addition, a standard error for this point estimate is provided, and confidence intervals are constructed. | |||||||||||||||
Property / description: Estimates out-of-sample R² through bootstrap or cross-validation as a measure of predictive performance. In addition, a standard error for this point estimate is provided, and confidence intervals are constructed. / rank | |||||||||||||||
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Property / author: Stijn Hawinkel / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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Property / depends on software: R / rank | |||||||||||||||
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software version identifier: ≥ 4.2.0 | |||||||||||||||
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Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 19:56, 12 March 2024
Out-of-Sample R² with Standard Error Estimation
Language | Label | Description | Also known as |
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English | oosse |
Out-of-Sample R² with Standard Error Estimation |
Statements
7 February 2024
0 references
Estimates out-of-sample R² through bootstrap or cross-validation as a measure of predictive performance. In addition, a standard error for this point estimate is provided, and confidence intervals are constructed.
0 references