--- Tamara Pejovic <[email protected]> wrote:
> I wont to use subset1 (training) to build a model and subset2
> (validation) to predict values using estimated model.
If I remember correctly that kind of validation typically looks at the
mean squared error. So you change the example like this:
*--------------- begin example ---------------
sysuse auto, clear
tempname myfile
tempname results
local i = 1
postfile `myfile' i mse using `results', replace
forvalues i = 1/1000 {
generate group = uniform() < .5
/*training*/
quietly regress mpg foreign rep78 if group == 1
/*validation*/
qui predict double resid if group == 0, resid
qui gen double residsq = resid^2
sum residsq, meanonly
post `myfile' (`i') (r(mean))
drop group resid residsq
}
postclose `myfile'
use `results', clear
twoway kdensity mse
*-------------------- 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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