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


From   "Michael Blasnik" <michael.blasnik@verizon.net>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: -predict- in a system of equations
Date   Fri, 21 May 2004 19:14:22 -0400

I'm not exactly sure what you are doing or why -predict- won't work in you
situation, but if you want to "save" e(b) just use a matrix function:

mat mybeta=e(b)

if you want to save lots of them and have them disappear when your done, you
could use tempnames:

tempname beta
mat `beta'=e(b)

(the assignment could be stuffed in a loop)

You can use these matrices on a new set of data to generate predictions (at
least, xb) using matrix score:

matrix score newpredict=`beta'

which will create newpredict equal to xb  using the e(b) matrix from
efore.  -matrix score- even allows an equation() option to specify which
equation's beta to use in multi-equation models (which it seems you have).
I hope this can get you started in the right direction if simpler approaches
can't be found...

Michael Blasnik
michael.blasnik@verizon.net



----- Original Message ----- 
From: "R.E. De Hoyos" <redeho2@hotmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, May 21, 2004 4:18 PM
Subject: Re: st: -predict- in a system of equations


> 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
> ______________________________


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