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st: RE: Re: predict when using by for regress


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Re: predict when using by for regress
Date   Mon, 15 Mar 2004 10:09:07 -0000

For some context, see 
Is there a way to tell Stata to try all values of a 
particular variable in a foreach statement without specifying them?
http://www.stata.com/support/faqs/data/foreach.html

Nick 
n.j.cox@durham.ac.uk 

Scott Merryman replied to Helena Schweiger 
> 
> 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
> groups.

> > 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.

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