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st: predict when using by for regress

From   "Helena Schweiger" <>
To   <>
Subject   st: predict when using by for regress
Date   Sun, 14 Mar 2004 19:49:34 -0500

Hi all,

My dataset has three dimensions (country, year, firm) and I'm estimating
total factor productivity (using OLS estimates as a reference for more
appropriate estimation techniques) by country and year. I want to get
the estimated values of log of output, so that I can calculate log of
TFP, but if I use predict after my regress command - which would look
for example like this: 
sort country year; 
by country year: regress lnoutput lnl lnk lnm;
predict hlnoutput, xb;

- it uses the coefficients estimated in the last country-year pair,
which is not what I want. There probably is a way to do this (other than
writing down the equations for each country-year pair to get the
estimated values which is very time-consuming, since all the
coefficients need to be typed for each pair), but I cannot find it.
Could you please help?

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