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
[email protected]
----- Original Message -----
From: "Yang Li" <[email protected]>
To: <[email protected]>
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/
