Hi all,

I have a question about how to do model validation using Stata.

I used a training dataset to run regression and get the coefficients of the regressions. I want to first, save the result of these coefficients and second, use these coefficients in a new dataset to do prediction and calculate MSE, MPE, etc.

I have many variables and one categorical variable has around 3000 values. I wonder if anyone knows how to save the regression coefficients and then apply them to the new dataset to do prediction.

Thanks!