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Re: st: create predicted values manually using matrices


From   Nick Winter <nwinter@virginia.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: create predicted values manually using matrices
Date   Mon, 23 Nov 2009 13:45:28 -0500

-matrix score- will do what you want (except that it creates a variable, not a matrix).

note that -predict- will do this even more directly.

- Nick

Joshua A. Shindell wrote:
Hello, I would like to create predicted values by multiplying my vector
of estimated coefficients my the matrix of data used in the sample.

I use the following code to extract my vector of coefficients after the
regression:
reg depvar indepvar1 indepvar2

matrix coeffs=e(b)
matrix list coeffs
matrix coeffs = coeffs'
matrix list coeffs
I have tried using the following code to extract my data values:
local varnames : rownames(coeffs)
local k = rowsof(coeffs)
matrix values = J(`k',1,1)

Where I am looking for some help is with filling the matrix named values
with the values of each variable for each observation so I can use the
values and the estimated coefficients to generate a predicted value.

Any help is be greatly appreciated.

Josh Shindell



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--
--------------------------------------------------------------
Nicholas Winter                                 434.924.6994 t
Assistant Professor                             434.924.3359 f
Department of Politics                  nwinter@virginia.edu e
University of Virginia          faculty.virginia.edu/nwinter w
PO Box 400787, 100 Cabell Hall
Charlottesville, VA 22904

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