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Re: st: -predict- in a system of equations
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:
if you want to save lots of them and have them disappear when your done, you
could use tempnames:
(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...
----- Original Message -----
From: "R.E. De Hoyos" <firstname.lastname@example.org>
Sent: Friday, May 21, 2004 4:18 PM
Subject: Re: st: -predict- in a system of equations
> 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"
> 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
> in a macro.
> Prof. Stephen Jenkins suggested -estsave-, thanks for that. The
> command -estsave- will save all the estimation results into a new
> however it is not helpful when you change to another dataset (the
> results get lost when a new dataset is used).
> Any suggestions?
> I appreciate your help,
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