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st: RE: Saving STREG results

From   "Steinar Fossedal" <>
To   <>
Subject   st: RE: Saving STREG results
Date   Tue, 22 May 2007 17:51:42 +0200

Hi, Jon

I believe -eststo- will do what you want (-findit eststo-). Remember to
specify the -id()- option if you want to be able to do predictions from
a previously calculated model.

You could also check out the new -estwrite-, as Ben mentioned earlier
today. (It is not quite clear to me what the difference in these two
packages are)


-----Original Message-----
[] On Behalf Of Jon Haveman
Sent: 22. mai 2007 17:09
Subject: st: Saving STREG results

Hi Statalisters,
This is my first post, so my apologies if I violate protocol.

I am writing with a question similar to Alessia's.  That is, it has to
with out of sample forecasting.  In my case, I am performing a duration
analysis of subprime loans, trying to assess foreclosures in the future.

My sample sizes are very large and streg takes some time to complete.
now, every time I change the sample for which I want to forecast future
foreclosures, I have to rerun streg.  This is very time consuming.

I'm wondering if there is a way that I can store the streg output
in such a way that I can easily read them back in as though I had just
performed an "est restore a"  (where a is now created with "est store

I'd like to uncouple the program that does the forecasting from the
that does the estimation.  

I have been informed of parmby, but this does not seem to do quite what
want.  If I understand in the results of the parmby command, they are
own stata dataset and I lose the data from which I would like to

I appreciate any assistance that people can provide.

Thanks in advance.


-----Original Message-----
From: Richard Williams [] 
Sent: Tuesday, May 22, 2007 8:45 AM
Subject: Re: st: predicting y, with other variables

At 09:28 AM 5/22/2007, alessia matano wrote:
>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.

I'm not totally sure I understand you alessia.  Is the idea that you 
want to do something like

reg y x1 x2 x3

but then substitute x4 for x3 when computing predicted values?  If 
so, try something like

clonevar tmpvar = x3
reg y x1 x2 tmpvar
predict yhat1
drop tmpvar
clonevar tmpvar = x4
predict yhat2

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

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