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st: Validation Sample Stats


From   Chris Roebuck <[email protected]>
To   [email protected]
Subject   st: Validation Sample Stats
Date   Tue, 24 Jan 2006 13:02:48 -0600

In the context of predictive modeling, one builds a model on a training sample and then assesses its accuracy via a validation model. Reporting the r-squared, mean absolute prediction error implied in the validation sample is often necessary. Is there an automated way to get these out-of-sample results canned in Stata or available in an ado file? I usually manually code these. Thanks everyone.

Chris

 

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M. Christopher Roebuck

Health Economist / Manager

Predictive Modeling & Forecasting

Research & Development

 

(410) 785-2136 Direct

(410) 785-8140 Fax

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