oosse (Q66070)
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Out-of-Sample R² with Standard Error Estimation
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | oosse |
Out-of-Sample R² with Standard Error Estimation |
Statements
7 February 2024
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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.
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