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 |
x |
regressors |
y |
response |
foldid |
the fold assignment |
method |
'pooled' or 'fe'. |
... |
other arguments passed to |
Value
cvm
and cvsd
.
[Package midasml version 0.1.10 Index]