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st: Hold-out sample prediction in binary probit


From   Eleimon Gonis <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Hold-out sample prediction in binary probit
Date   Tue, 17 May 2011 12:15:52 +0100

Dear STATA users,

The following might sound like a very basic question , to many, but bear with me, as I'm now getting my head round STATA.

I have estimated a binary probit model with firm year observations between 1995-2006 and I would now like to keep 2006 as a hold-out year to validate my model.
I am sure it's easy to exclude 2006 from the sample by following the routine sample specification procedure. However, my question is the following:
Once I estimate the model, is there any way (command-wise) to tell STATA to do the prediction for me rather than do it manually?

Your swift responses will be greatly appreciated.

Kind regards,
Eleimon


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