oosse
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Software:66070
Out-of-Sample R² with Standard Error Estimation
Last update: 7 February 2024
Copyright license: GNU General Public License, version 2.0
Software version identifier: 1.0.2, 1.0.5, 1.0.8, 1.0.10, 1.0.11
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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