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st: using bootstrap for sample splitting and out-of-sample prediction


From   "Lin, Bill" <bill.lin.79@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: using bootstrap for sample splitting and out-of-sample prediction
Date   Mon, 26 Apr 2010 16:53:32 -0400

Hello All,

I am trying to split my sample into two halves, use one half for
estimation and another half for out-of sample prediction, and then
calculate the average difference between fitted values and the
observed values. I want to do it repeatedly, say 1000 times, using
bootstrap. My problem is that I don't know how to store the average
difference calculated each time in a matrice as in Matlab. Can any one
give some suggestions? thanks,


Bill Lin
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