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st: sample partition issue & programming

From   Yang Li <>
Subject   st: sample partition issue & programming
Date   Thu, 01 Jul 2004 02:29:11 +1000

Dear statalists,

I am required to randomly partition my sample into two groups with 80% and 20% split, and run the normal OLS regression on the 80% set (report R square, Parameters, significance indicators, MSE/(var expected)). Then for each of the observation in my 20% set, I need to use the parameters calculated (from the 80% set) to produce and report the estimation error (for the dependent variable). This process is required to run 100 times.

I encountered the following difficulties:
1. how to keep both (80% and 20%) partitioned sample for further estimation (I can only find the command "sample", but it drops the observations and does not allow to maintain the rest 20% for further test).
2. how to output the specific estimation results (e.g. R square of 'reg') into a spreadsheet (e.g. Excel) (I can assess the estimated results stored in e( ), but how can I output it automatically to a Excel for report purpose).
3. how to do it automatically 100 times (How could I store the each partitioned sample (for 100 times) separately? Is a do-file enough to handle this?)

Best Regards,
Yang Li

School of Accounting
University of Technology, Sydney

UTS +61 2 95143684, fax +61 2 95143669

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