cv.panel.sglpath {midasml}R Documentation

Sorts cross-validation output for panel data regressions

Description

Computes cvm and cvsd based on cross-validation fit.

Usage

cv.panel.sglpath(outlist, lambda, x, y, foldid, method, ...)

Arguments

outlist

list of cross-validation fits.

lambda

a sequence of \lambda parameter.

x

regressors

y

response

foldid

the fold assignment

method

'pooled' or 'fe'.

...

other arguments passed to predict.sgl

Value

cvm and cvsd.


[Package midasml version 0.1.10 Index]