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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 |
Sat, 22 May 2004 16:06:29 +0100 |

Michael, Thanks for your answer. -predict- wont work because several equations are being estimated. Suppose I estimate -heckman- using data1.dta, then a vector e(b) is created in which -predict- is based on. Once a second equation is estimated, e.g. -mlogit- a new vector is created, let's say to e(b') and the old one is being lost. When I change to data2.dta I want to be able to predict (or score) using both e(b) and e(b'), therefore I needed a way to save these vectors, which your suggestion is doing very well. It would be quite useful to have an option to save all the -predict- properties (at least temporary) to use them in an alternative dataset. With -matrix score- I can only form linear combinations of the previously saved vectors e(b)s and the new Xs, while I might be more interested in the fitted probabilities (as in the case of limited dependant variables eq.) Thanks again, Rafa ----- Original Message ----- From: "Michael Blasnik" <michael.blasnik@verizon.net> To: <statalist@hsphsun2.harvard.edu> Sent: Saturday, May 22, 2004 12:14 AM Subject: 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: > > 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/ > * * 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:*Ada Ma <pec187@abdn.ac.uk>

**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>

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

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

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