help xvalols                                                      Version 1.0.0
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Title

    xvalols -- Generates crossvalidated OLS regression coefficients.

Syntax

    xvalols varlist , [iter(var or string)]

Description

    xvalols crossvalidates an OLS regression over a pre-specified number of
    crossfolds.

Options

    varlist name of the dependent variable (DV) variable, followed by the
    names of the independent variables
 
    iter(num) number of crossfolds, or variable specifying crossfolds
 

Examples

    . xvalols y_avg x_avg, iter(10)

    . xvalols y_avg x_avg, iter(cutoff)

Saved Results

    nonparmde saves the following in e():

    Scalars             
      e(outputx)               A crossvalidated regression coefficient for
                                 variable number x.

    Matrices            
      e(crossfold_output)      A table of crossfolds and corresponding
                                 crossvalidated values.

Authors

    Joel Middleton
    New York University
    joel.middleton@gmail.com

    John Ternovski
    Analyst Institute
    johnt1@gmail.com