plugin. The Stata Journal, 5(3), 330-354. Boosted Regression (Boosting): An introductory tutorial and a Stata

Boosting, or boosted regression, is a recent data mining technique that has shown considerable success in predictive accuracy. This article gives an overview over boosting and introduces a new Stata command, boost, that implements the boosting algorithm described in Hastie et al. (2001, p. 322). The plugin is illustrated with a Gaussian and a logistic regression example. In the Gaussian regression example the R2 value computed on a test data set is R2=21.3 % for linear regression and R2=93.8 % for boosting. In the logistic regression example stepwise logistic regression correctly classifies 54.1 % of the observations in a test data set versus 76.0 % for boosted logistic regression. Currently, boost accommodates Gaussian (normal), logistic, and Poisson boosted regression. boost is implemented as a Windows C++ plugin