I forgot to mention that -<command> if !training- conveniently uses your
holdout sample after you've finished with the training. So, the command
stream would be:
set seed <seed>
generate byte training = uniform() < 0.33
<command> if training
*
* then, to use the holdouts after stepwise regression or whatever
*
<command> if !training
*
* or
*
<command> if ~training
Joseph Coveney
----------------------------------------------------------------------------
I wrote:
>You can flag training samples by -generate byte training = (uniform() <
X)-,
>where X is the percentage of the total dataset that you want to use for
>training. So, for example, if you want to use 33% for training and keep
the
>remaining 67% for holdout, then the commands would be:
>
>set seed <seed>
>generate byte training = uniform() < 0.33
><command> if training
>
>Joseph Coveney
>
>
>---------------------------------------------------------------------------
>sgsr100 wrote:
>
>>Hi,
>>Do you know how can a get a training sample randomly chosen from stata
>>and how can I keep the remaining observations as a holdout sample.
>>Thanks,
>>Sandra
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
