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st: -predict- in a system of equations

From   "R.E. De Hoyos" <>
To   <>
Subject   st: -predict- in a system of equations
Date   Fri, 21 May 2004 17:13:46 +0100


As Richard Williams mentioned in the post called "Ten top tricks"
the -predict- command allows one to "export" the coefficients of the last
estimation into an alternative dataset and get fitted values for the
hypothetical data.

However in a system of equations, several vectors with the estimated
coefficients [e(b)] are being created and the -predict- command only access
those ones deriving from the latest extimation. Is there a way to get fitted
values in an alternative (or hypothetical) dataset using "imported"
coefficients e(b) that were estimated by a system of equations?

How can I save the estimated coefficients e(b) of a system of equations to
use them with an alternative dataset?


R.E. De Hoyos
Department of Applied Economics
University of Cambridge
Cambridge, CB3 9DE, UK
Tel: +44 1223 335269

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