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RE: st: Saving STREG results


From   "Jon Haveman" <jon@beaconecon.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Saving STREG results
Date   Tue, 22 May 2007 13:11:47 -0700

Marvelous.  Thank you Ben and earlier Steinar.

It works very well.

Cheers - Jon

-----Original Message-----
From: Ben Jann [mailto:ben.jann@gmail.com] 
Sent: Tuesday, May 22, 2007 12:41 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Saving STREG results

Try the -estwrite- package. -estwrite- can be used to store the models
on disk from where they can be restored later.  -estwrite- requires
-estsave-. Both are available from the SSC Archive:

 . ssc install estsave
 . ssc install estwrite

ben

On 5/22/07, Jon Haveman <jon@beaconecon.com> wrote:
> 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 do
> 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.  For
> 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
parameters
> 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 a").
>
> I'd like to uncouple the program that does the forecasting from the
program
> that does the estimation.
>
> I have been informed of parmby, but this does not seem to do quite what I
> want.  If I understand in the results of the parmby command, they are
their
> own stata dataset and I lose the data from which I would like to forecast.
>
> I appreciate any assistance that people can provide.
>
> Thanks in advance.
>
> Jon
>
> -----Original Message-----
> From: Richard Williams [mailto:Richard.A.Williams.5@ND.edu]
> Sent: Tuesday, May 22, 2007 8:45 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: predicting y, with other variables
>
> At 09:28 AM 5/22/2007, alessia matano wrote:
> >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
>
> 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
> WWW:    http://www.nd.edu/~rwilliam
>
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