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Thread: out of sample

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    out of sample




    Hi There
    I have 2500 data with 2 sample. one index and another stock. i've done goodness of fit and regression analysis on it.now I've been asked to use out of sample procedure to validate the quality of the predictive power of the model in simple regression model. can anyone help me please how to do it?
    many Thanks
    Zore

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    Re: out of sample

    usually validation works via taking sub samples of your data set.

    So what you would do is take a sub sample of the data, run your analysis on that, and then validate/confirm it with the rest of the sample.

    Conversely, you could always just use a resampling method (bootstrapping) and then examine the bias (difference between resampled statistics and non-resampled statistics).

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    Zore (05-30-2016)

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    Re: out of sample

    What do you mean by "one index and another stock"?


    What was asked of you, verbatim?
    Stop cowardice, ban guns!

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    Zore (05-30-2016)

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    Re: out of sample


    Many Thanks. Is there any rule to choose subsample or just whatever?!

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