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st: info stata


From   "[email protected]" <[email protected]>
To   [email protected]
Subject   st: info stata
Date   Fri, 27 May 2011 12:47:08 +0200 (CEST)

Dear sirs,

I'm a master degree stundent and I'm analysing a dataset of a credit agency,
for the aim of developing a credit scoring model (using Stata for logistic
regression). I'm having trouble for two points and I will be grateful if you
could help me:

1. I have splitted my dataset in two samples: validation and training. After
having developed my model on the training and tested the performance trough
the estat classificacion, how do I work on the validation one? should I launch 
on it my
model (logit launched on the training sample) and test its performance trough
the estat, then if it is ok continuine to work on the training sample, to
establish predicting probabilities of defaut (that is my dependent var: 0 or
1)? or should I work on the validation sample, after having tested its
performance?

2. does it exist a command in stata that enable me to list, other than the
classification table, both sensitivity and specificity for each observation in
the dataset?


Thank you very much for your attention,

Eleonora Moselli. 
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