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Re: st: using bootstrap for sample splitting and out-of-sample prediction
From
Tirthankar Chakravarty <[email protected]>
To
[email protected]
Subject
Re: st: using bootstrap for sample splitting and out-of-sample prediction
Date
Tue, 27 Apr 2010 02:51:22 +0530
Here is a solution:
**********************************************
clear*
sysuse auto, clear
forv i=1/1000 {
cap drop touse
cap drop pred_resid
qui g touse = runiform() < .5
qui reg mpg length weight if touse
qui predict pred_resid if !touse, resid
qui su pred_resid
mat avdiff = (nullmat(avdiff)\ `r(mean)')
}
mat list avdiff
**********************************************
T
2010/4/27 Lin, Bill <[email protected]>:
> Hello All,
>
> I am trying to split my sample into two halves, use one half for
> estimation and another half for out-of sample prediction, and then
> calculate the average difference between fitted values and the
> observed values. I want to do it repeatedly, say 1000 times, using
> bootstrap. My problem is that I don't know how to store the average
> difference calculated each time in a matrice as in Matlab. Can any one
> give some suggestions? thanks,
>
>
> Bill Lin
> *
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>
--
To every ω-consistent recursive class κ of formulae there correspond
recursive class signs r, such that neither v Gen r nor Neg(v Gen r)
belongs to Flg(κ) (where v is the free variable of r).
*
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