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st: AW: testing a model

From   "Martin Weiss" <>
To   <>
Subject   st: AW: testing a model
Date   Mon, 1 Mar 2010 14:44:30 +0100


Getting the coefficients is easy enough via a judicious choice for the vce:

sysuse auto, clear
regress price mpg, vce(jackknife, saving(myfile, replace))
u myfile, clear


-----Ursprüngliche Nachricht-----
[] Im Auftrag von luc paugam
Gesendet: Montag, 1. März 2010 14:23
Betreff: st: testing a model

Hello everyone,

I am a new user of stata, and I struggle with this particular issue:

I hope I will be clear enough.
I would like to test the accuracy of my model in the following manner:

Estimate my regression with (*N-1*) observations, and with the coefficients
obtained, predict the "*y_hat_i*" of the observation "*i*" I didn't use to
estimate the coefficients.
I would like to do that *N* times, in order to have *N* "*y_hat_i*" (*i=1,
... ,N*).

Than I could compare the "*y_hat_i*" with the real "*y*", and test the
accuracy of my model (mean errors, median error, standard deviation etc.)

I appreciate your time,


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