Chris,
I'm working on such a program now. It should be
ready soon.
- Regards,
Bob Yaffee
Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University
home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
[email protected]
----- Original Message -----
From: Chris Roebuck <[email protected]>
Date: Tuesday, January 24, 2006 2:02 pm
Subject: st: Validation Sample Stats
> In the context of predictive modeling, one builds a model on a
> trainingsample and then assesses its accuracy via a validation
> model. Reporting the
> r-squared, mean absolute prediction error implied in the validation
> sampleis often necessary. Is there an automated way to get these
> out-of-sample
> results canned in Stata or available in an ado file? I usually
> manually code
> these. Thanks everyone.
>
> Chris
>
>
>
> *******************************
>
> M. Christopher Roebuck
>
> Health Economist / Manager
>
> Predictive Modeling & Forecasting
>
> Research & Development
>
>
>
> (410) 785-2136 Direct
>
> (410) 785-8140 Fax
>
> [email protected] <mailto:[email protected]>
>
>
>
> Caremark
>
> One Hunt Valley
>
> 11311 McCormick Road
>
> Suite 230
>
> Hunt Valley, MD 21031
>
> *******************************
>
>
>
>
>
>
*
* 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/
