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From |
stata user <sf.stata.user@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: calculating the confidence intervals for the difference in predicted values |

Date |
Mon, 19 Oct 2009 01:00:07 -0700 |

Thanks Maarten for your suggestions. Yes, I expect to get one confidence interval for each observation. The context for this exercise is that, for example, we want to study the housing price difference in two regions. I first run a regression to determine how the housing charateristics (X) would affect a house price (Y), based on region A's data. Then I make an out-of-sample prediction of house price in region B. And make a in-sample prediction of house price in region A. The the difference btw the two predictions would be the difference in housing prices between region A and region B, if both of the housing prices depend on the same set of housing characteristics. I just wanted to get rid of the unobservables that affect a particular region's housing price--so that i can have an apple-to-apple comparison. And I want to know the error of such an estimate. I took a look at the lincom and nlcom too, but I still don't know how to implement this calculation because I have a lot of explanatory variables, and over 1000 observations, and I want to do it once and for all the observations at the same time. However, lincom and nlcom seem to only allow me to do it for one observation every time. I am sure whether I can use the lincom or nlcom command in some matrix form...any ideas? Thanks again for your help. On Mon, Oct 19, 2009 at 12:34 AM, Maarten buis <maartenbuis@yahoo.co.uk> wrote: > --- On Mon, 19/10/09, stata user wrote: >> I have a question on how to calculate confidence intervals >> for the difference between two predicted values. > > <snip> > >> Also, what if I want to find Var(Y_in/Y_out)?--i.e. now we >> want to estimate the variance of a nonlinear function of >> the two predicted values. > > I am not quite sure what it is exactly that you are trying to do: > do you expect to get one number out of this calculation, or a > number for every observation in your data, how do you want to > match your observed values with your counterfactual values, etc. > > So the only advise I can give you is to take a look at -lincom-, > -nlcom-, and -predictnl-. > > Hope this helps, > Maarten > > -------------------------- > Maarten L. Buis > Institut fuer Soziologie > Universitaet Tuebingen > Wilhelmstrasse 36 > 72074 Tuebingen > Germany > > http://www.maartenbuis.nl > -------------------------- > > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: calculating the confidence intervals for the difference in predicted values***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**References**:**st: calculating the confidence intervals for the difference in predicted values***From:*stata user <sf.stata.user@gmail.com>

**Re: st: calculating the confidence intervals for the difference in predicted values***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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