how to reasonably separate a dataset into a regression group and a control group
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This is more likely a design question. If I plan to run a regression Y = X1 + X2 + X3 + X4 + X5, and I have X1 through X10 as well as Y in my data. What is the best way to separate the dataset into a regression sample and a control group, so I can run regression on the regression sample and validate my model using the control group? Should I just create a column with random numbers and separate them that way? Thanks.
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