st: Re: sample partition issue & programming

["Michael Blasnik" <michael.blasnik@verizon.net>]

If this is a homework problem, you should probably figure it out yourself, 
but here are a few tips:

1) yes it can be easily done in a do file using a forvals loop
2) don't use -sample-, instead use -generate rand=uniform()- in your loop 
and then -sort rand- and use the -in- qualifier in the regress command to 
exclude the 20%
3) use predict, resid to get the residuals and decide on how you want to 
calc the estimation error
4) use either postfile or file to output the stats (r2, estimation error) 
from each of the 100 runs to a Stata file (no need for excel)

Michael Blasnik
michael.blasnik@verizon.net

----- Original Message ----- 
From: "Yang Li" <Yang.Li-4@uts.edu.au>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, June 30, 2004 11:29 AM
Subject: st: sample partition issue & programming



> 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
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/