Re: st: How to save multiple predictions

[Tamara Pejovic <tamara.pejovic@ic.ac.uk>]

Maarten,

However it doesn't do the job and plus I am getting the following error
variable adf not found
r(111);

Also the output file is blank?

I know that your example put everything much nicely all together, but I 
would really wan to save my estimated results from 100 runs.

Thanks,
Tash

Maarten buis wrote:

> > 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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