MC ‘Use full sample’ Option
In the MC manipulation and retest cross checks, there is an option for ‘use full sample’. What difference does this make?
its simple – MC tests are done only on IS part of data
so if you have set in data some OOS part(s) the MC test will be done only on IS part(s)
so if user need to run MC test on IS+OOS – this is the setting – full sample is IS+OOS together
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