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From |
"R.E. De Hoyos" <redeho2@hotmail.com> |

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

Subject |
Re: st: -predict- in a system of equations |

Date |
Fri, 21 May 2004 21:18:26 +0100 |

Ada, Thanks for your answer. Perhaps I didn't explain myself clear. What I am looking for is a way of saving the vector e(b) for future estimations using an alternative dataset. What I am running is a system of labour market equations for time "t": heckman(t) \\wages mlogit(t) \\labour_supply With these system I am able to -predict- earnings for time "t" for the different occupations in the mlogit. What I want to do is to -predict- hypothetical earnings for time "t+1" using real data for "t+1" combined with estimated betas from time "t". As you suggest, I can use -foreach- loop where instead of creating variables--as in your loop--I create local macros containing the values of the different betas after each estimation. However it becomes complicated when you have several equations in the system, and I cannot save vector e(b) in a macro. Prof. Stephen Jenkins suggested -estsave-, thanks for that. The command -estsave- will save all the estimation results into a new variable, however it is not helpful when you change to another dataset (the estimation results get lost when a new dataset is used). Any suggestions? I appreciate your help, Rafa ______________________________ R.E. De Hoyos Department of Applied Economics University of Cambridge Cambridge, CB3 9DE, UK Tel: +44 1223 335269 ----- Original Message ----- From: "Ada Ma" <pec187@abdn.ac.uk> To: <statalist@hsphsun2.harvard.edu> Sent: Friday, May 21, 2004 8:08 PM Subject: Re: st: -predict- in a system of equations > Here's a clumsy way of doing it. It might not be overly useful for you if > you're NOT dealing with dummy variables. I was estimating equations with 98 > dummy variables for Counties, which are the only coefficients I wanted to save. > > So I did a little loop: > (the varnames generated are _ICounty_2 to _ICounty_99) > > forvalues i = 2/99 { > gen coeff`i'=_b[ _ICounty_`i']*_ICounty_`i' if _ICounty_`i'==1 > replace coeff`i'=. if _ICounty_`i'==0 > } > > egen coeff=rmean(coeff2-coeff99) > drop coeff2-coeff99 > > collapse coeff, by(County) > > save coeff.dta, replace > > > I really hope that someone will jump out and tell me that there's a smarter way > of doing it. That would make my week! > > Ada > > > > R.E. De Hoyos wrote: > > > Hi, > > > > 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? > > > > Thanks, > > > > Rafa > > > > ps. Sorry if you got this twice, but I was having problems sending it. > > ______________________________ > > R.E. De Hoyos > > Department of Applied Economics > > University of Cambridge > > Cambridge, CB3 9DE, UK > > Tel: +44 1223 335269 > > * > > * 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/ > > > > -- > Ada Ma > Research Assistant > Department of Economics > University of Aberdeen Business School > Edward Wright Building F55 > http://www.abdn.ac.uk/economics/ > http://www.abdn.ac.uk/~pec187/firstpage.htm > Tel: +44 1224 273417 > Fax: +44 1224 272181 > Email: a.ma@abdn.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/ > * * 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/

**Follow-Ups**:**Re: st: -predict- in a system of equations***From:*"Michael Blasnik" <michael.blasnik@verizon.net>

**References**:**Re: st: Top ten tricks***From:*Bill Rising <wrrisi01@athena.louisville.edu>

**st: -predict- in a system of equations***From:*"R.E. De Hoyos" <redeho2@hotmail.com>

**Re: st: -predict- in a system of equations***From:*Ada Ma <pec187@abdn.ac.uk>

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