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Re: st: Matrices into variables


From   Roger Newson <roger.newson@kcl.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Matrices into variables
Date   Mon, 31 May 2004 19:45:50 +0100

At 15:18 31/05/04 +0100, Andrea Molinari wrote:
Dear Statalisters,
I am estimating a model in two steps. The first step estimates a panel
data specification, and then I use part of the estimated coefficients
to estimate them against another set of variables.
Does anyone know how could I convert the e(b) (estimated matrix of
coefficients) into a variable, selecting SOME of the elements of that
matrix?
To convert e(b) to a variable, you can use either the official Stata svmat package, or the -parmest- package, downloadable from SSC in its latest version, or from my website in Stata 7, 6 or 5 versions. If in Stata you type

ssc desc parmest

then you can download the latest version from SSC. If you type

net from http://www.kcl-phs.org.uk/rogernewson/

then you can download old and new versions of -parmest- and also papers and presentations about how to use -parmest- together with other programs.

However, I suspect that what you really want to do is out-of-sample prediction, which can be done by putting a new dataset into the memory and using the -predict- command. In Stata, type

whelp predict

to find out more about this.

I hope this helps.

Roger


--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
or 020 7848 6605 International +44 20 7848 6605
Email: roger.newson@kcl.ac.uk
Website: http://www.kcl-phs.org.uk/rogernewson

Opinions expressed are those of the author, not the institution.

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