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Re: st: How to save multiple predictions


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: How to save multiple predictions
Date   Sun, 17 Jun 2007 17:04:52 +0100 (BST)

--- Tamara Pejovic <[email protected]> wrote:
> I wont to use subset1 (training)  to build a model and subset2 
> (validation) to predict values using estimated model.

If I remember correctly that kind of validation typically looks at the
mean squared error. So you change the example like this:

*--------------- begin example ---------------
sysuse auto, clear
tempname myfile
tempname results

local i = 1
postfile `myfile' i mse using `results', replace

forvalues i = 1/1000 {
	generate group = uniform() < .5

	/*training*/
	quietly regress mpg foreign rep78 if group == 1

	/*validation*/
	qui predict double resid if group == 0, resid
	qui gen double residsq = resid^2
	sum residsq, meanonly
	post `myfile' (`i') (r(mean)) 
	drop group resid residsq
}

postclose `myfile'

use `results', clear
twoway kdensity mse 
*-------------------- end example ----------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )

Hope this helps,
Maarten


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

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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


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