Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: AW: testing a model


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
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
l
*************



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von luc paugam
Gesendet: Montag, 1. März 2010 14:23
An: statalist@hsphsun2.harvard.edu
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,

Luke

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index