[Gretl-users] Re: Regression Cross-Validation

Am 18.06.2021 um 15:05 schrieb George Matysiak: Hi, for regularized LS under Model/Other linear models you get CV. (For GUI access it could be that you need a post-2021b snapshot, not sure right now.) If you want to stick to OLS, I guess you could imitate that by using Ridge with an extremely loose penalty. Then there are two contributed packages by Artur (Tarassow), CvDataSplitter and TsCrossValidation - the latter hasn't been updated in a while, but actually it could be that he is working on a replacement (?). cheers sven