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]

From |
"Proitsi, Petroula" <petroula.proitsi@kcl.ac.uk> |

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

Subject |
st: FW: Re: xtmixed slope cross validation |

Date |
Fri, 2 Dec 2011 06:12:03 +0000 |

Dear Yulia thank you so much for this however, I get all my people with empty values when i do this: my exact code is use:" data...." * i have already a variable training =1 if it is training and 0 if it is test xi:xtmixed var1 days ....... if training==1 || id:days, reml cov(un) predict rs1 rs2 it training!=1, reffects why do you think this is? by the way im using stata10 ic do you think this may be the reason? many thanks again Petra ________________________________________ From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of Yulia Marchenko, StataCorp [ymarchenko@stata.com] Sent: 01 December 2011 16:39 To: statalist@hsphsun2.harvard.edu Subject: st: Re: xtmixed slope cross validation Petra <petroula.proitsi@kcl.ac.uk> uses -predict, reffects- after -xtmixed- on a test dataset which does not include the original data used in estimation and receives a "no observations" error: > I have predicted the slopes for memory decline in a sample of demented > patients - in order to validate my model I split my sample into a "training" > and "test" set with the idea to fit a model on the training set and then > predict the slopes of the "test"set and compare these to the slopes of the > whole sample. > > in the help for the predict command says that you can run a model using one > dataset (I used the "train"), use a different dataset (then used the "test") > and then used predict (in my case I typed: predict r_slope1 r_inter1, > reffects)- However, I get that message: no observations. Does anyone have > any idea of how to predict the slopes for the "test" set, using the slopes > of the "train" set? Unlike linear prediction, fitted values, etc., the computation of the estimates (BLUPs) of random effects requires the original data used in estimation be in memory. We will improve the error message to clarify this. To obtain BLUPs of random effects for the test data, Petra can do the following: . use <entire_data> // load training+test data . generate byte training = ... // create indicator for the training sample . xtmixed ... if training // run -xtmixed- on the training sample . predict ... if !training, reffects // predict REs for test sample -- Yulia ymarchenko@stata.com * * 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: Re: xtmixed slope cross validation***From:*ymarchenko@stata.com (Yulia Marchenko, StataCorp)

- Prev by Date:
**st: Ratio of coefficients from two regressions and standard error.** - Next by Date:
**Re: st: RE: correlate by group and collapse** - Previous by thread:
**st: Re: xtmixed slope cross validation** - Next by thread:
**st: positive own-price effects** - Index(es):