Training or testing? Which dataset should you use to explain your model?
27 October 2026
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The h2oml suite of commands in Stata provides several postestimation commands for explaining machine learning models. You often have a choice of which dataset to use for the explanation, and that choice can affect your results. In this post, we use a simulated example to examine that choice and provide recommendations for practitioners. Read more…
Categories: Statistics frames, h2oml, machine learning, SHAP values, testing, training, variable importance