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Re: st: predicting y, with other variables


From   "alessia matano" <alexis.rtd@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: predicting y, with other variables
Date   Tue, 22 May 2007 17:17:21 +0200

Just that I am here, and I think you are the only one understanding
me. Do you maybe know the answers to these other questions?
Thank you again
1. with xtabond2 how is it possible to get the R^2?
2. Is that possible that using difference gmm, I get coefficients
estimates much higher in magnitude than applying saying an OLS?
3. Which is the difference between one step and twostep gmm? Is it
possible with xtabond2 to get the first stage estimtes??

2007/5/22, alessia matano <alexis.rtd@gmail.com>:
It was exactly this I wanted to do..
Thanks a lot Richard

2007/5/22, alessia matano <alexis.rtd@gmail.com>:
> Hi,
>
> I hope some of you can help me...
> I estimate a regression and I saved the coefficients e(b) in the
> corresponding matrix. Now I would like to apply these coefficients
> estimates to the same set of x's variables, but for one that I want to
> substitute with another and calculate the predicted values (to see
> which is the variation in the rpedicted values using this other
> variables). Anyone of you knows how to do this?
> I tried creating a matrix with the new x's variables, but my n=2400
> and so the matsize set does not allow me to create such a matrix.
>
> Thank you very much for your help.
> Regards
> alessia
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