[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: -predict- in a system of equations
I'm going to make another rustic suggestion after reading your email to Michael
Blasnik, again it might not be of much use. My suggestion is:
How about if you -append- data1.dta and data2.dta? (And plug in a dummy in
data2.dta before you -append-.)
Hope it helps.
R.E. De Hoyos wrote:
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.)
* For searches and help try: