Abstract
The number of Mexican immigrants in the USA tripled between 1990 and 2015. In 2015, about 12 million undocumented immigrants lived in the USA, including 6.6 million undocumented Mexican immigrants. More than half of the undocumented immigrants in the USA enter the USA legally and overstay their visas. Therefore, it is essential to predict whether visa applicants overstay their visas or not. We use a set of pre‐immigration variables for more than 6,281 individuals from Mexico to predict their legal status in the USA. By using eight machine learning techniques, we conclude that we can predict correctly the legal status of 80 per cent of Mexicans who migrate to the USA.