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st: Why OLS mean predicted values and the mean observed value of the dependent variable are the same


From   menale kassie <[email protected]>
To   [email protected]
Subject   st: Why OLS mean predicted values and the mean observed value of the dependent variable are the same
Date   Mon, 18 Sep 2006 03:00:13 -0700 (PDT)

Hi Everyone,

Why the mean predicted values (exphat) from OLS
regression indicated below is the same as the mean of
the observed value of the dependent variable
(lncvrpha)? I appreciate any help on this. 

reg lnvcrpha lnareaha slopposn2-slopposn4 sldept if
dsttr ==1, cluster(hhcode)
predict exphat if dsttr ==0 & e(sample)


--- "Lars E. Kroll" <[email protected]> wrote:

> Dear all,
> 
> I'm searching for an alternative way of testing the
> indirect effect in my stcox modell.
> 
> My Hypothesis:
> 
>       MV 
>      /  \
>    a/    \b
> IV /_c/c'_\ Mortality
> 
> I want to test the indirect effect of my IV
> (Education) via my MV(Income) on mortality. This is
> usually done by the sobel Test (cf. Baron & Kenny
> JPSP 1986 pp.1173 & sgmediation.ado ).
> 
> This way is not applicable in my case, because the
> relationship between IV & MV can be described using
> OLS whereas MV-Mort and IV-Mort are specified using
> a survival model like stcox.
> 
> I'm searching for a formula for the standard
> deviation (sd_indirect) of my indirect effect
> (b_indirect= c-c') to conduct a t-test.
> 
> I would appreciate any hints!
> 
> Yours,
> 
> Lars
> __________________________________
> Lars Eric Kroll
> Robert Koch-Institut
> - FG 24 Abteilung 2 -
> D-13302 Berlin
> Phone: +49 (0)30 18754-3909
> Fax: +49 (0)30 18754-3513
> Web: www.lkroll.de
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