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st: RE: sample partition issue & programming


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: sample partition issue & programming
Date   Wed, 30 Nov 2005 16:44:12 +0100

Yang Li:

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.

HTH,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Yang Li
Sent: woensdag 30 juni 2004 18:29
To: statalist@hsphsun2.harvard.edu
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

UTS +61 2 95143684, fax +61 2 95143669

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