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Re: st: regress and then extrapolate with new dependent vars but samecoefficients


From   "Olga Gorbachev Melloni" <olga_gorbachev@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: regress and then extrapolate with new dependent vars but samecoefficients
Date   Wed, 19 Jul 2006 11:35:30 -0400

Thank you, adjust x1=0 worked perfectly

Is there a way to compute standard errors on that prediction as well, to use it with _predict name, stdp ?



Olga Gorbachev Melloni
Ph.D. student in Economics at Columbia University
(212)866-6091
502 W122 Street, apt. 62
NY, NY 10027






From: Richard Williams <Richard.A.Williams.5@ND.edu>
Reply-To: statalist@hsphsun2.harvard.edu
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: regress and then extrapolate with new dependent vars but same coefficients
Date: Wed, 19 Jul 2006 11:12:34 -0500

At 09:56 AM 7/19/2006, Olga Gorbachev Melloni wrote:

Hello,

I need to run an exercise in which after running a regression and predicting the y_hat, I need to replace one of the dependent variables with zeros and then use the saved coefficients to predict a hypothetical value for y_hat(given x1==0), in order to compare the predicted values from these two exercises.

Does any one know how to do this quickly, without saving all the coefficients and manually predicting for the second step? I am running a regression with 174 dependent variables (mostly dummies) and it would take some time to predict manually.

I've checked on the faq for this and was unable to find anything, i might have overlooked the answer and apologize in advance if it has been asked and answered already and would appreciate any references if so.
One way is to use the adjust command.

reg y x1 x2 x3
predict yhat1
adjust x1=0, gen(yhat2)

Another way:

clonevar newx1 = x1
reg y newx1 x2 x3
predict yhat1
replace newx1 = 0
predict yhat2


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX:    (574)288-4373
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
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