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st: Re: predict when using by for regress

From   "Scott Merryman" <>
To   <>
Subject   st: Re: predict when using by for regress
Date   Sun, 14 Mar 2004 22:08:09 -0600

Here is oneway:

egen group = group(country year)

gen hlnoutput = .
levels group, local(levels)
foreach l of local levels {
    regress lnoutput lnl lnk lnm if group == `l'
    predict temp
    replace hlnoutput = temp if group == `l'
    drop temp

-levels- in conjunction with -foreach- is very useful to cycle through distinct

Hope this helps,

----- Original Message ----- 
From: "Helena Schweiger" <>
To: <>
Sent: Sunday, March 14, 2004 6:49 PM
Subject: st: predict when using by for regress

> 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?
> Thanks,
> Helena

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