Re: [R] Out-of-sample predictions with boosting model

Thanks, Ben. Specifying the data in this way should give me what I need - I can do this in a loop fairly easily and wind up with what I want in the end. And I should've been more specific, I think that mboost can handle time-series data, it's the fact that the data is a panel bit that was giving

Re: [R] Out-of-sample predictions with boosting model

Hi Travis, I try to give you some hints that might bring you closer to a solution. The clue to your problem (as far as I understand it) might just be to appropriately use the predict function of mboost. You can specify a new data set (e.g. a part of your original data set not used for estimatio

[R] Out-of-sample predictions with boosting model

Hi UseRs - I am new to R, and could use some help making out-of-sample predictions using a boosting model (the mboost command). The issue is complicated by the fact that I have panel data (time by country), and am estimating the model separately for each country. FYI, this is monthly data and I ha