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RE: st: Bell Curve of Predicted Values


From   Randall <[email protected]>
To   [email protected]
Subject   RE: st: Bell Curve of Predicted Values
Date   Mon, 17 Apr 2006 13:37:12 -0700 (PDT)

After learning more about "Clarify", it seems to do
exactly what I was trying to do.  Thanks very much
Scott, that was very helpful.  I would definitely
recommend this to others looking to present
information as I attempted to explain.  All materials
for the Stata add-in can be found at:

http://gking.harvard.edu/stats.shtml

Others, thanks for your help, and sorry if I provided
inadequate references or did not convey my question
clearly.

Cheers,

Randall
 

--- Scott Merryman <[email protected]> wrote:

> Perhaps something like this:
> 
> clear
> sysuse auto
> estsimp regress price mpg fore, sims(100000)
> setx mpg 12 fore 1
> simqi, ev genev(expected_price)
> histogram expected, norm
> 
> 
> This uses programs from Michael Tomz, Jason
> Wittenberg, and Gary King's
> clarify.
> 
> Scott
>  
> > -----Original Message-----
> > From: [email protected]
> [mailto:owner-
> > [email protected]] On Behalf Of
> Randall
> > Sent: Monday, April 17, 2006 9:16 AM
> > To: [email protected]
> > Subject: Re: st: Bell Curve of Predicted Values
> > 
> > Maarten, thanks.  This seems very close to what I
> > would like to do.  I had been calculating my
> predicted
> > values using matrix language, just because I had
> > particular x-values I was interested in obtaining
> a
> > prediction for.  Using your example, I did
> something
> > like this:
> > 
> > reg price mpg foreign
> > matrix yhat=_b[_cons] + _b[mpg]*12 + _b[foreign]*1
> > matrix list yhat
> > 
> > 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)?
> > 
> > Thanks again,
> > Randall
> > 
> 
> 
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