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Re: st: problems with e(sample)
Caveat with e(sample)
When one is using a differenced variable, the first observation may be
included when e(sample) does not equal 0. This may confuse the clean
between the estimation and validation sample if one is not careful. I
to construct a segment variable dividing the estimation from the holdout
for out-of-sample forecast evaluation.
Robert A. Yaffee, Ph.D.
Shirley M. Ehrenkranz
School of Social Work
New York University
2100 Linwood Ave.
Fort Lee, NJ
----- Original Message -----
From: Richard Williams <Richard.A.Williams.5@ND.edu>
Date: Saturday, June 17, 2006 0:21 am
Subject: Re: st: problems with e(sample)
> At 05:33 PM 6/16/2006, Zurab Sajaia wrote:
> >I found the cause of problem, -restore- works after setting all
> >ereturns and it clears e(sample) leaving other parameters unchanged.
> >"esample(varname) specified with ereturn post or repost gives the
> >name of the 0/1 variable indicating the observations involved in
> >The variable is removed from the data but is available for use as
> >This is what they say in the help so it's still unclear to me why
> >e(sample) disapeares after restoring original data...
> I am not sure how e(sample) works but I have always suspected it is
> really a variable masquerading as a function. If not, it must
> contain all the rules that would be needed to create such a
> variable. In any event, it seems to behave pretty much the same
> as a variable - restore the data to an earlier point and variables
> created since then (along with e(sample)) get lost too.
> I can see why it would be difficult to keep e(sample) alive after
> doing a restore. Suppose I preserved the data, then did a
> then did a restore. What is e(sample) supposed to identify as 0
> 1? Or, suppose I preserved, gave various commands that deleted or
> added cases, ran my command, and then restored. How would
> keep track of all the data commands that occurred before I ran my
> estimation command? Or, how about preserve, reshape, restore?
> I suppose if you really wanted/needed to keep e(sample) alive, you
> could create and save a new dataset before you did you restore, and
> then merge your original data set with the one that contained
> e(sample). Alternatively, I suppose it wouldn't be too hard to
> figure out the commands that would generate e(sample) if you didn't
> already have it.
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> FAX: (574)288-4373
> HOME: (574)289-5227
> EMAIL: Richard.A.Williams.5@ND.Edu
> WWW (personal): http://www.nd.edu/~rwilliam
> WWW (department): http://www.nd.edu/~soc
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