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Re: st: Predict Questions


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Predict Questions
Date   Tue, 20 Mar 2007 11:27:47 -0500

At 10:03 AM 3/20/2007, Justin G. Gardner wrote:
I have a linear model:

y= d*D + b*X

Where D is a dummy variable. Is there a simple way to generate a prediction where the dummy variable is held constant? i.e. I want to know what y would be if D was always 0, and what y would be if D was always 1.
The -adjust- command is good for "what if" types of questions.

. webuse auto, clear
(1978 Automobile Data)

. quietly reg price mpg foreign

. predict yhat if e(sample)
(option xb assumed; fitted values)

. adjust foreign = 0 if e(sample), gen(yhat0)

---------------------------------------------------------
     Dependent variable: price     Command: regress
       Created variable: yhat0
    Variable left as is: mpg
 Covariate set to value: foreign = 0
---------------------------------------------------------

----------------------
      All |         xb
----------+-----------
          |    5639.85
----------------------
     Key:  xb  =  Linear Prediction

. adjust foreign = 1 if e(sample), gen(yhat1)

-----------------------------------------------------------
     Dependent variable: price     Command: regress
       Created variable: yhat1
    Variable left as is: mpg
 Covariate set to value: foreign = 1
-----------------------------------------------------------

----------------------
      All |         xb
----------+-----------
          |    7407.14
----------------------
     Key:  xb  =  Linear Prediction

. sum yhat*

    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
        yhat |        74    6165.257    1571.413   1610.691    9553.97
       yhat0 |        74    5639.846    1702.069  -156.6016   8375.069
       yhat1 |        74    7407.138    1702.069   1610.691   10142.36


I've also used -clonevar- for such things.

. drop yhat*

. clonevar xforeign = foreign

. quietly reg  price mpg xforeign

. predict yhat if e(sample)
(option xb assumed; fitted values)

. replace xforeign = 0
(22 real changes made)

. predict yhat0 if e(sample)
(option xb assumed; fitted values)

. replace xforeign = 1
(74 real changes made)

. predict yhat1 if e(sample)
(option xb assumed; fitted values)

. sum yhat*

    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
        yhat |        74    6165.257    1571.413   1610.691    9553.97
       yhat0 |        74    5639.846    1702.069  -156.6016   8375.069
       yhat1 |        74    7407.138    1702.069   1610.691   10142.36


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

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