cvridge

Perform K-fold cross-validation to select the optimal penalty parameter for an L2-penalized linear model, and save a detailed tuning report.

When to use

How do I automatically tune the L2 penalty level via cross-validation?

Syntax

cvridge linear y x1 x2 [, cv(<int>) noconstant]

Examples

cvridge linear wage educ exper
cvridge linear wage educ exper, cv(10)
cvridge linear wage educ exper, noconstant

See also

• Command Reference Index
• User Guide
• In-App Help System