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Re: st: Validation Sample Stats


From   Robert A Yaffee <[email protected]>
To   [email protected]
Subject   Re: st: Validation Sample Stats
Date   Tue, 24 Jan 2006 14:44:29 -0500

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
> 
> 
> 
> *******************************
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> M. Christopher Roebuck
> 
> Health Economist / Manager
> 
> Predictive Modeling & Forecasting
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