{smcl} {* 07dec2012}{...} {cmd:help xvalols}{right:Version 1.0.0} {hline} {title:Title} {pstd} {hi:xvalols} {hline 2} Generates crossvalidated OLS regression coefficients. {p_end} {marker syntax}{title:Syntax} {pstd} {cmd:xvalols} {it:varlist} {cmd:, } [{opt iter:(var or string)}] {marker desc}{title:Description} {pstd} {cmd:xvalols} crossvalidates an OLS regression over a pre-specified number of crossfolds. {marker opt}{title:Options} {pstd} {it:varlist} name of the dependent variable (DV) variable, followed by the names of the independent variables {p_end} {pstd} {opt iter:(num)} number of crossfolds, or variable specifying crossfolds {p_end} {marker ex}{title:Examples} {pstd} {inp:. xvalols y_avg x_avg, iter(10)}{p_end} {pstd} {inp:. xvalols y_avg x_avg, iter(cutoff)}{p_end} {marker res}{title:Saved Results} {pstd} {cmd:nonparmde} saves the following in {cmd:e()}: {synoptset 25 tabbed}{...} {p2col 5 25 29 2: Scalars}{p_end} {synopt:{cmd:e(output{it:x})}}A crossvalidated regression coefficient for variable number {it:x}.{p_end} {p2col 5 25 29 2: Matrices}{p_end} {synopt:{cmd:e(crossfold_output)}}A table of crossfolds and corresponding crossvalidated values.{p_end} {title:Authors} {pstd}Joel Middleton{p_end} {pstd} New York University{p_end} {pstd} {browse "mailto:joel.middleton@gmail.com":joel.middleton@gmail.com}{p_end} {pstd}John Ternovski{p_end} {pstd} Analyst Institute{p_end} {pstd} {browse "mailto:johnt1@gmail.com":johnt1@gmail.com}{p_end}