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st: FW: Re: xtmixed slope cross validation
From
[email protected] (Yulia Marchenko, StataCorp LP)
To
"[email protected]" <[email protected]>
Subject
st: FW: Re: xtmixed slope cross validation
Date
Fri, 02 Dec 2011 14:46:33 -0600
Petra <[email protected]> has a follow-up question about computing
BLUPs after -xtmixed- using test data after the model is fit using training
data:
> however, I get all my people with empty values when i do this: my exact code
> is
>
> . use:" data...."
> * i have already a variable training =1 if it is training and 0 if it is test
> . xi:xtmixed var1 days ....... if training==1 || id:days, reml cov(un)
> . predict rs1 rs2 it training!=1, reffects
>
> why do you think this is? by the way im using stata10 ic
> do you think this may be the reason?
In this case, the most likely reason for getting missing values of BLUPs after
-predict, reffects- is that the group identifiers in the test data are
different from the group identifiers in the training data. When creating a
training indicator, Petra needs to make sure that each group is represented in
both test and training datasets. For example,
. webuse pig, clear
// set seed for reproducibility
. set seed 287634
// select 50% of obs within each group into a training sample
. by id, sort: gen training = runiform()>0.5
. xtmixed weight week if training || id: week
. predict r* if !training, reffects
. summarize r*
-- Yulia
[email protected]
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