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st: RE: create predicted values manually using matrices


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: create predicted values manually using matrices
Date   Mon, 23 Nov 2009 20:29:50 +0100

<>

It should be a task for -mata-, I guess:



*******
mata: mata clear

sysuse auto, clear
reg pr we f tr
capt which tomata
if _rc ssc inst tomata
tomata price weight foreign trunk

mata
	b=st_matrix("e(b)")'
	X=(weight, foreign, trunk, J(st_nobs(),1,1))
	y=price
	pred=X*b
	res=y-pred
	st_addvar("double", "pred")
	st_store(.,"pred", pred)
	st_addvar("double", "res")
	st_store(.,"res", res)
end
*******


HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Joshua A.
Shindell
Sent: Montag, 23. November 2009 19:38
To: statalist@hsphsun2.harvard.edu
Subject: st: create predicted values manually using matrices

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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