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Re: st: RE: How to 'predict' residual by region? Seasonal adjustment?


From   Galina An <ang@kenyon.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: How to 'predict' residual by region? Seasonal adjustment?
Date   Fri, 08 Aug 2008 13:24:30 -0400

Thank you very much, Ricardo, it works well!
Though it generates several residual variables, which I can collapse into 1 afterwards.
All the best, and thanks a lot!
Galina

Joao Ricardo F. Lima wrote:

Dear Galina,

how about:

************************begin example**********************
sysuse auto, clear
recode rep78 1/2= 3
tab rep78 , gen(rep)

gen constant = .
levelsof rep78, local(levels)
foreach levl of local levels {
reg mpg rep1 rep2 trunk if rep78 == `levl'
replace constant=_b[_cons] if rep78 == `levl'
predict x`levl', resid
}
**************end example************************************


HTH,

Joao Lima


2008/8/7 Galina An <ang@kenyon.edu>:

Great! Thank you very much, Kieran!
Galina

Kieran McCaul wrote:

You need modify the code that Richard suggested earlier.


gen r == .
levelsof region_code, local(levels)
foreach levl of local levels {
reg migration t4 t2 t3 if region_code == `levl'
predict x, resid
replace r = x if region_code == `levl'
drop x
}


______________________________________________
Kieran McCaul MPH PhD
WA Centre for Health & Ageing (M573)
University of Western Australia
Level 6, Ainslie House
48 Murray St
Perth 6000
Phone: (08) 9224-2140
Phone: -61-8-9224-2140
email: kamccaul@meddent.uwa.edu.au
http://myprofile.cos.com/mccaul
_______________________________________________


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Galina An
Sent: Friday, 8 August 2008 5:07 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: How to 'predict' residual by region? Seasonal adjustment?

Dear stata users,
I have another related question. I need to 'predict' residual by region.

When I run the following code it only uses the coefficients from the last
regression to predict residuals:

by region: reg migration t2 t3 t4
predict r, resid

if I try to do the loop, it says that r is already defined:

levelsof region_code, local(levels)
foreach levl of local levels {
reg migration t4 t2 t3 if region_code == `levl'
predict r, resid
}

Also, does anybody know a good seasonal adjustment procedure in Stata?
Thank you!


--
Galina An
Assistant Professor
Economics Department
Kenyon College

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--
Galina An
Assistant Professor
Economics Department
Kenyon College

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