> 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 and
> second as well), however I am not sure how to save estimated values
> from the second?
How about saving them in the same file and adding a variable for the
itteration (i) and the group (j)?
*--------------- begin example ---------------
sysuse auto, clear
tempname myfile
tempname results
local i = 1
postfile `myfile' i j R2 Ra2 SE using `results', replace
forvalues i = 1/1000 {
generate group = uniform() < .5
quietly regress mpg foreign rep78 if group == 1
post `myfile' (`i') (1) (e(r2)) (e(r2_a)) (e(rmse))
quietly regress mpg foreign rep78 if group == 0
post `myfile' (`i') (0) (e(r2)) (e(r2_a)) (e(rmse))
drop group
}
postclose `myfile'
use `results', clear
twoway kdensity R2 if j == 1 || kdensity R2 if j == 0
*-------------------- end example ----------------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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