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st: RE: sample partition issue & programming
To sample approx. 80% you could make a selection variable by: -gen select = uniform()>.2- and than -regress price mpg foreign if select==1- to run a regression on the selected part only, and use for instance -predict yhat if select == 0- to get to the statistics you want. Have a look at the -simulate- command to repeat the procedure and store estimates.
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
1081 HV Amsterdam
Buitenveldertselaan 3 (Metropolitan), room Z214
+31 20 5986715
From: firstname.lastname@example.org [mailto:email@example.com]On Behalf Of Yang Li
Sent: woensdag 30 juni 2004 18:29
Subject: st: sample partition issue & programming
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
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