Whatever you don't include in a random 
sample is tacitly another random sample 
you can use later. I am not familiar 
with your exact terminology of "training"
and "holdout", but the problem doesn't sound 
exotic. Just use -sample-.  
Nick 
[email protected] 
sgsr100
> Do you know how can a get a training sample randomly chosen from stata
> and how can I keep the remaining observations as a holdout sample. 
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