On Fri, 18 Jun 2021, Sven Schreiber wrote: My advice is to use Artur's excellent code, but if you just want a quick-n-dirty solution to take inspiration from, here's one: <hansl> set verbose off open data7-24 list X = const sqft age city scalar nfolds = 8 series fold = randgen(i, 1, nfolds) series prederr = 0 loop f = 1 .. nfolds series d = (fold != $f) wls d salepric X --quiet series prederr += d ? 0 : $uhat endloop printf "x-validation criterion (%d random folds) = %12.4f\n", nfolds, sum(prederr^2) </hansl> ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------