Re: st: Bell Curve of Predicted Values

 From Maarten buis To statalist@hsphsun2.harvard.edu Subject Re: st: Bell Curve of Predicted Values Date Mon, 17 Apr 2006 16:00:19 +0100 (BST)

```Randall:
It is a bit unclear what you mean with the distribution. Your reference to predicted values seems
to point to the distribution of the error term with a mean not equal to 0 but equal to _b[_cons] +
_b[mpg]*12 + _b[foreign]*1. You can see that by looking at the regression equation:
y = _b[_cons] + _b[mpg]*mpg + _b[foreign]*foreign + error. For given values of mpg and foreign the
only part of that equation that can take more than one value is the error term (if you are not a
Bayesian). You could add _b[_cons] + _b[mpg]*12 + _b[foreign]*1 to each error term to get the
distribution you want, but I cannot see why you would want to do that. If you have checked the
distribution of the error term, there is no need to inspect this particular distribution. There
are a lot of postestimation commands for -reg- that help you inspect the residuals, so check those
out.

You could also mean the sampling distribution, which you can get with the -boostrap- command,
which makes more sense.

HTH,
Maarten

--- Randall <anewone23@yahoo.com> wrote:
> So in essence, I wanted a prediction for mpg=12,
> foreign=1.
>
> So my question is this:  is there a way of generating
> a distribution based on particular criteria (i.e.
> mpg=12, foreign=1)?

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

Buitenveldertselaan 3 (Metropolitan), room Z214

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

___________________________________________________________
24 FIFA World Cup tickets to be won with Yahoo! Mail http://uk.mail.yahoo.com
*
*   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/
```