Search Results for author: Steven Maere

Found 1 papers, 1 papers with code

The out-of-sample $R^2$: estimation and inference

1 code implementation10 Feb 2023 Stijn Hawinkel, Willem Waegeman, Steven Maere

Out-of-sample prediction is the acid test of predictive models, yet an independent test dataset is often not available for assessment of the prediction error.

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