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Re: st: Re: user-specified predicted values


From   "Jan Teorell" <[email protected]>
To   [email protected]
Subject   Re: st: Re: user-specified predicted values
Date   Tue, 7 Dec 2004 08:54:31 +0100

Brilliant! Thanks Kit, this is statalist when at its best!

/Jan

On 5 Dec 04, at 8:16, Kit Baum wrote:

> 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?
> 
> *
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