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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 > ______________________________ * * 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:*"R.E. De Hoyos" <redeho2@hotmail.com>

**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>

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

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