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Old 05-20-2013, 02:00 PM
jlaurentum jlaurentum is offline
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Join Date: Apr 2013
Location: Venezuela
Posts: 41
Default Re: Questions 1-4: Clarification

Please disregard my previous post.

I made a stupid programming error in my code. As I was generating the predictions for each model on the test/validation data sets, I was comparing that output to the wrong "Y" variable. Once corrected, the out of sample errors of questions 2 and 4 are within the options given in question 5.

To those who may be struggling with these questions,
  • Remeber that in questions 1 and 2 you train with the first 25 samples of "in.dta" and validate with the last 10 samples. For questions 3 and 4 you do the opposite: train with the last 10 samples and validate with the first 25.
  • When you calculate the validation and test set errors, remember to compare each model's output with the correct Y's.
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