I am required to randomly partition my sample into two groups with 80% and
20% split, and run the normal OLS regression on the 80% set (report R
square, Parameters, significance indicators, MSE/(var expected)). Then for
each of the observation in my 20% set, I need to use the parameters
calculated (from the 80% set) to produce and report the estimation error
(for the dependent variable). This process is required to run 100 times.
I encountered the following difficulties:
1. how to keep both (80% and 20%) partitioned sample for further estimation
(I can only find the command "sample", but it drops the observations and
does not allow to maintain the rest 20% for further test).
2. how to output the specific estimation results (e.g. R square of 'reg')
into a spreadsheet (e.g. Excel) (I can assess the estimated results stored
in e( ), but how can I output it automatically to a Excel for report purpose).
3. how to do it automatically 100 times (How could I store the each
partitioned sample (for 100 times) separately? Is a do-file enough to
handle this?)
Best Regards,
Yang Li
School of Accounting
University of Technology, Sydney
UTS +61 2 95143684, fax +61 2 95143669
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