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Re: st: testing a model


From   Richard Goldstein <richgold@ix.netcom.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: testing a model
Date   Mon, 01 Mar 2010 09:29:15 -0500

have you looked at the -jackknife- command?

Rich

luc paugam wrote:
> 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
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