How do I transfer logistic regression coefficients from training set to the validation set to test for AUROC

[Edsel Ing]

I have divided my data in to training set (0) and validation (1) set using variable valid

TRAINING SET
logit outcome var1 var2 var3 if valid==0
lroc


How do I get the coefficients from training set to run logistic regression on validation set?
logit ??? if valid==1
Can I output a confusion matrix after this?

Sorry to trouble

[William Lisowski]

Review the output of help logit postestimation - specifically the predict command.

[Edsel Ing]

Thanks for the above reference.

Are there any worked code examples I could look at please?

[Joseph Coveney]

Are there any worked code examples I could look at please?

Here's one:

sysuse auto
set seed 1404614
generate byte validation_set = runiform() > 0.5

*
* Begin here
*
logit foreign price mpg if !validation_set, nolog

predict double xb, xb

roctab foreign xb if validation_set
// or
lroc if validation_set, nograph

[Edsel Ing]

Thank you much
Will try this.