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From |
Christopher F Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: residuals over years |

Date |
Wed, 20 Oct 2004 09:24:41 -0400 |

On Oct 20, 2004, at 2:33, Nick wrote:

My concern was not so much for saving a few CPU cycles as pointing out the often-unexpected behavior of predict. In other statistical software, it is common that a predict will only produce in-sample values, and you have to ask for anything else. predict without an e(sample) restriction can produce confusion if, e.g., one would look at any statistics related to the predicted quantities. If all that is being done is stuffing certain of those predicted quantities in another variable and discarding the irrelevant ones, fine. But I have learned from experience that if it is possible to make the mistake of considering some aspect of that entire series when only part of it is relevant, it will eventually happen. So I think a general rule: predict what you want to predict, and make that explicit if necessary---is quite a good idea.I vote for efficiency whenever possible, but it is not clear that inefficiency is in fact a major issue here. Stata's still going to look at every observation to decide whether it is true that year == `y'. I tried the following experiments. You can try too. Method 1 was actually _slower_ on my machine, but there's not much in it. The difference could be an artefact of something or other, but it doesn't seem a big deal either way. Of course, a couple of little experiments are just that.

Kit Baum, Boston College Economics baum@bc.edu

http://ideas.repec.org/e/pba1.html

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