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From |
Eleimon Gonis <Eleimon2.Gonis@uwe.ac.uk> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Hold-out sample prediction in binary probit |

Date |
Tue, 17 May 2011 14:09:00 +0100 |

Dear Maarten, Thank you very much for your help. As far as my advance signs of appreciation are concerned, I'd like to reassure you that it's just that, namely genuine manifestation of my gratitude to all the people that would read and help me out with this issue. No urgency is implied and I appreciate that whatever urgency is my concern alone. Moreover, I am aware of the Statalist rules. Thank you, however, for reminding me. Kind regards, Eleimon -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten Buis Sent: 17 May 2011 12:52 To: statalist@hsphsun2.harvard.edu Subject: Re: st: Hold-out sample prediction in binary probit On Tue, May 17, 2011 at 1:15 PM, Eleimon Gonis wrote: > I have estimated a binary probit model with firm year observations between 1995-2006 and I would now like to keep 2006 as a hold-out year to validate my model. > I am sure it's easy to exclude 2006 from the sample by following the routine sample specification procedure. However, my question is the following: > Once I estimate the model, is there any way (command-wise) to tell STATA to do the prediction for me rather than do it manually? probit y x if year < 2006 predict pr sum pr if year == 2006 Hope this helps, Maarten On Tue, May 17, 2011 at 1:15 PM, Eleimon Gonis wrote: > Your swift responses will be greatly appreciated. I do not know if this is intentional, but this sounds to me like you are asking for quick responses. Such requests are not appreciated on this list. To quote the Statalist FAQ: "Urgency is your concern only. Pleas of urgency, desperation, and the like are deprecated on Statalist. Your urgency, however compelling, is a private matter and does not translate into urgency for other members of the list. In fact, labeling your question as urgent is more likely to lead to your question being ignored by list members, who know that in most cases urgency arises from disorganization. On Statalist, the principle of charity is that you answer questions because you are able and willing to say something about the question, not because you have pity on the questioner." An alternative interpretation would be that you noticed that people often get quick responses and you wanted to express appreciation for that as well. Since the Statalist FAQ also asks us to "assume goodwill even if it is not evident", I'll assume that the latter is the case. The easiest way to avoid this problem in the future is to thank after you have received advise rather than in advance. This is perfectly acceptable on this list. -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/

**References**:**st: Hold-out sample prediction in binary probit***From:*Eleimon Gonis <Eleimon2.Gonis@uwe.ac.uk>

**Re: st: Hold-out sample prediction in binary probit***From:*Maarten Buis <maartenlbuis@gmail.com>

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