Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: user-specified predicted values


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: Re: user-specified predicted values
Date   Sun, 5 Dec 2004 08:16:48 -0500

capt program drop jan
program jan, eclass
syntax , adjb(numlist)
tempname b adjbeta VV
mat `b' = e(b)
local nc = colsof(b)
local nca : word count(`adjb')
if `nca' ~= `nc' {
di as err "Must have `nc' elements in adjb'"
error 198
}
local cn: colnames `b'
mat `VV' = e(V)
mat input `adjbeta' = (`adjb')
mat colnames `adjbeta' = `cn'
local dv `e(depvar)'
local cmd `e(cmd)'
local pred `e(predict)'
local model `e(model)'
ereturn post `adjbeta' `VV'
ereturn local depvar `dv'
ereturn local cmd `cmd'
ereturn local pred `pred'
ereturn local model `model'
end



. reg price mpg headroom

Source | SS df MS Number of obs = 74
-------------+------------------------------ F( 2, 71) = 10.44
Model | 144280501 2 72140250.4 Prob > F = 0.0001
Residual | 490784895 71 6912463.32 R-squared = 0.2272
-------------+------------------------------ Adj R-squared = 0.2054
Total | 635065396 73 8699525.97 Root MSE = 2629.2

------------------------------------------------------------------------ ------
price | Coef. Std. Err. t P>|t| [95% Conf. Interval]
------------- +----------------------------------------------------------------
mpg | -259.1057 58.42485 -4.43 0.000 -375.6015 -142.6098
headroom | -334.0215 399.5499 -0.84 0.406 -1130.701 462.6585
_cons | 12683.31 2074.497 6.11 0.000 8546.885 16819.74
------------------------------------------------------------------------ ------

. jan, adjb(-250 -300 12000)

. predict phat,xb

. g checkjan=-250*mpg-300*headroom+12000

. su phat checkjan

Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
phat | 74 5777.703 1361.107 850 8250
checkjan | 74 5777.703 1361.107 850 8250


Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html

On Dec 5, 2004, at 2:33 AM, statalist-digest wrote:


I am looking for a way to compute my own version of the predicted
values (following a regression estimation), x*b-star, where x is the
matrix of data on the x-variables and b-star is a transformed vector
of regression coefficients. However, I find no way of computing this
particular cross-product using, e.g.,  matrix accum, and my data
set is too big to allow matrix mkmat. Any clues?
*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index