Hold out sample

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eddylle
Posts: 23
Joined: Wed Apr 09, 2014 4:28 am

Hold out sample

Postby eddylle » Tue May 06, 2014 6:44 am

Hello!

I have 5 variables with approximately 60 000 observations for each, and I would like to split each variables into 2 variables , with one containing 75% of the observation and the other one accounting for 25%, so that I can use those 25% of observation to make an hold out sample.

Thanks you very much!

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Hold out sample

Postby startz » Tue May 06, 2014 7:01 am

Perhaps just

Code: Select all

smpl 1 45000
and later

Code: Select all

smpl 45001 60000

eddylle
Posts: 23
Joined: Wed Apr 09, 2014 4:28 am

Re: Hold out sample

Postby eddylle » Tue May 06, 2014 7:14 am

I don't have a clue how to enter it into eviews :roll:

For example, how should I do it if my variable is called "activity" ?

Thanks for your help anyway

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Hold out sample

Postby startz » Tue May 06, 2014 7:19 am


eddylle
Posts: 23
Joined: Wed Apr 09, 2014 4:28 am

Re: Hold out sample

Postby eddylle » Tue May 06, 2014 7:22 am

Really helpful, thanks!


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