Send Gretl-users mailing list submissions to gretl-users(a)gretlml.univpm.it To subscribe or unsubscribe via email, send a message with subject or body 'help' to gretl-users-request(a)gretlml.univpm.it You can reach the person managing the list at gretl-users-owner(a)gretlml.univpm.it When replying, please edit your Subject line so it is more specific than "Re: Contents of Gretl-users digest..." Today's Topics: 1. Re: Saving excluded observations from a Random sub-sample (Allin Cottrell) 2. Re: Saving excluded observations from a Random sub-sample (George Matysiak) ---------------------------------------------------------------------- Date: Fri, 18 Jun 2021 13:12:08 -0400 (EDT) From: Allin Cottrell <cottrell(a)wfu.edu&gt; Subject: [Gretl-users] Re: Saving excluded observations from a Random sub-sample To: r.lucchetti(a)univpm.it, Gretl list <gretl-users(a)gretlml.univpm.it&gt; Message-ID: <alpine.LFD.2.20.3.2106181306530.713370(a)myrtle.attlocal.net&gt; Content-Type: text/plain; charset=US-ASCII; format=flowed On Fri, 18 Jun 2021, Riccardo (Jack) Lucchetti wrote: > On Fri, 18 Jun 2021, George Matysiak wrote: > >> Having selected a Random sub-sample, is it possible to save the excluded >> observations as variables? Thanks. > > I'm not sure I understand what you mean, but I'll give it a shot anyway: if > you want to create a dummy variable holding included/excluded observations, > there is more than one way to do so: a particularly simple one is to create a > series of 1s when subsampling is in effect and then fill the excluded > observation with 0s, as in > > <hansl> > open data7-24 > smpl 100 --random > series selected = 1 > ols salepric const sqft age city > smpl full > selected = misszero(selected) > </hansl> > > of course, more sophisticated variants of the above are possible. Here's a slight variation on Jack's theme. <hansl> open data7-24 smpl 100 --random ols salepric const sqft age city series uh = $uhat smpl full series excluded = missing(uh) print uh excluded --byobs </hansl> However, my version gives an exact record of the observations excluded by the random sampling only if all the included observations were usable by ols. Allin ------------------------------ Date: Fri, 18 Jun 2021 22:47:42 +0200 From: George Matysiak <gmatysiak(a)gmail.com&gt; Subject: [Gretl-users] Re: Saving excluded observations from a Random sub-sample To: gretl-users(a)gretlml.univpm.it Message-ID: < CAEWMk7u3z3LFGUeCxiJ+mpveXRx3GKCGRuG0Uk8rygGJ1-UFqw(a)mail.gmail.com&gt; Content-Type: multipart/alternative; boundary="000000000000d7954305c5107025" --000000000000d7954305c5107025 Content-Type: text/plain; charset="UTF-8" Thanks for that. To be clear, what I would like to do is save the random selected observations and estimate a regression equation. This is my training sample. The excluded observations would be my test sample for forecasts - how could I save them as the test set? Can it be done with the GUI or perhaps it needs a script? Thanks. --000000000000d7954305c5107025 Content-Type: text/html; charset="UTF-8" Content-Transfer-Encoding: quoted-printable <div dir=3D"ltr"><div class=3D"gmail_default" style=3D"font-family:tahoma,s= ans-serif;font-size:small">Thanks for that. To be clear, what I would like = to do is save the random selected observations and estimate a regression eq= uation. This is my training sample. The excluded observations would be my t= est sample for forecasts - how could I save them as the test set? Can it be= done with the GUI or perhaps it needs a script? Thanks.<br clear=3D"all"><= /div><div><div dir=3D"ltr" class=3D"gmail_signature" data-smartmail=3D"gmai= l_signature"><div dir=3D"ltr"><div><div dir=3D"ltr"><div><div dir=3D"ltr"><= div><div dir=3D"ltr"><div><div dir=3D"ltr"><div><div dir=3D"ltr"><div><div = dir=3D"ltr"><div><div dir=3D"ltr"><div><font style=3D"background-color:rgb(= 255,255,255)" face=3D"comic sans ms, sans-serif"><br></font></div><div><fon= t style=3D"background-color:rgb(255,255,255)" face=3D"comic sans ms, sans-s= erif"><br></font></div><i></i></div></div></div></div></div></div></div></d= iv></div></div></div></div></div></div></div></div></div></div> --000000000000d7954305c5107025-- ------------------------------ Subject: Digest Footer _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ ------------------------------ End of Gretl-users Digest, Vol 173, Issue 11 ********************************************