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From | "Martin Weiss" <martin.weiss1@gmx.de> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: using bootstrap for sample splitting and out-of-sample prediction |
Date | Tue, 27 Apr 2010 00:09:10 +0200 |
<> Try this: (BTW, why is it not possible to -bootstrap r(mean), reps(50) nodrop: myprog- on this thing? I have now searched for a solid hour for my mistake, and cannot find it...) ******* clear* set obs 10000 gen x=rnormal() //true model gen y=2+3*x+rnormal() sa myfile, replace capt prog drop myprog prog myprog vers 10.1 u myfile, clear gen forsort=runiform() sort forsort reg y x in 1/5000 predict res, res su res in 5001/10000, mean end tempname hdle tempfile info postfile `hdle' iteration mean using `info' qui forv i=0/1000{ myprog post `hdle' (`i') (r(mean)) } postclose `hdle' use `info', clear l, abbrev(12) noobs sep(0) * *bs mean=r(mean), reps(200) nodrop: myprog ******* HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Lin, Bill Sent: Montag, 26. April 2010 22:54 To: statalist@hsphsun2.harvard.edu Subject: st: using bootstrap for sample splitting and out-of-sample prediction 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 * * 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/ * * 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/