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st: How to save multiple predictions?


From   Tamara Pejovic <[email protected]>
To   [email protected]
Subject   st: How to save multiple predictions?
Date   Sun, 17 Jun 2007 12:13:42 +0100

Hi,

I've got stuck last night. Please excuse my ignorance, but I am not a programmer.
I am running a 100 regressions on 2 subsets in order to validate my model.
I know how to save statistics form the first subset 9and second as well), however I am not sure how to save estimated values from the second?

This is what I have so far...
I know there is _predict command however I don't know how to save multiple estimations into column-wise file

Any help is more then welcome.

Cheers,
Tash

tempname myfile1
tempname results1
tempname myfile2
tempname results2

local i = 1
postfile myfile1 R2_1 Ra2_1 SE_1 using results1
postfile myfile2 R2_2 Ra2_2 SE_2 ADF using results2

while `i' <=100 {
generate random = uniform()
sort random
gen group = 1 + (_n > 157)
quietly regress adf crosswind_15kts mintemp_min fog snow hail thunder seasonwinter seasonsummer seasonspring wsadf htwadf vadf gfadf radf if group==1
post myfile1 (e(r2)) (e(r2_a)) (e(rmse))
quietly regress adf crosswind_15kts mintemp_min fog snow hail thunder seasonwinter seasonsummer seasonspring wsadf htwadf vadf gfadf radf if group==2
post myfile2 (e(r2)) (e(r2_a)) (e(rmse)) (adf)
drop group random
local i = `i' + 1
}

postclose myfile1
postclose myfile2



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