Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: testing a model
From
Richard Goldstein <[email protected]>
To
[email protected]
Subject
Re: st: testing a model
Date
Mon, 01 Mar 2010 09:29:15 -0500
have you looked at the -jackknife- command?
Rich
luc paugam wrote:
> Hello everyone,
>
> I am a new user of stata, and I struggle with this particular issue:
>
> I hope I will be clear enough.
> I would like to test the accuracy of my model in the following manner:
>
> Estimate my regression with (*N-1*) observations, and with the coefficients
> obtained, predict the "*y_hat_i*" of the observation "*i*" I didn't use to
> estimate the coefficients.
> I would like to do that *N* times, in order to have *N* "*y_hat_i*" (*i=1,
> ... ,N*).
>
> Than I could compare the "*y_hat_i*" with the real "*y*", and test the
> accuracy of my model (mean errors, median error, standard deviation etc.)
>
> I appreciate your time,
>
> Luke
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/