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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: change values of e(b) |

Date |
Wed, 4 Dec 2002 12:13:08 -0000 |

Joseph Coveney > > Hung-Jen Wang asked, "Is there any way to change elements > of the coefficient vector > e(b) obtained after an estimation? . . . I want to work > with e(b) since I'll later use - > predict- to do some experiments, and I assume that > -predict- recognizes e(b) only." > > Yes. You can force Stata into altering system matrixes > such as e(b) by writing a simple > wrapper eclass program that alters them, as in the > following illustrative do-file. -predict- > will then use your altered e(b) matrix. > > Joseph Coveney > > ------------------------------------------------------------ > -------------------- > > drawnorm y x, n(20) mean(0 0) sd(1 1) /* > */ corr(1.0, 0.7 \ 0.7, 1.0) seed(20021204) clear > regress y x > matrix list e(b) > predict real_hat, xb > capture program drop alterations > program define alterations, eclass > quietly regress y x > matrix A = e(b) > matrix A[1,1] = -A[1,1] > estimates repost b = A > end > alterations > matrix list e(b) > predict phony_hat, xb > label variable phony_hat "phony" > label variable real_hat "real" > graph y real_hat phony_hat x, connect(.LL) symbol(Oii) /* > */ xlabel ylabel > exit > > ------------------------------------------------------------ > -------------------- This is, to me, a valuable correction to my earlier assertion that you can't do it. I'd still argue that it is bad style to do this, even if, as in this case, you know exactly what you are doing. I will assert that for -predict- to remain meaning "predict using the last model and the last data", and for eclass results to remain mutually consistent, it is better not to do this, or at least to make this a private habit and to flag any programs which do this with a caveat. Nick n.j.cox@durham.ac.uk * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: change values of e(b)***From:*Joseph Coveney <jcoveney@bigplanet.com>

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