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Re: st: RE: create predicted values manually using matrices


From   "Joao Ricardo F. Lima" <jricardofl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: create predicted values manually using matrices
Date   Mon, 23 Nov 2009 17:45:24 -0300

Dear all,

Sorry, but as I'm understanding the problem here is to use time series
operators and matrix... To use the time series operators you must
-tsset- your data first.

clear all
input depvar indepvar1 indepvar2
2 15 3
3 23 5
4 19 8
2 32 6
5 27 4
end

gen time=_n
tsset time, yearly

reg depvar indepvar1 indepvar2
gen cons=1
foreach var of varlist indepvar1 indepvar2 cons{
	gen f`var'=F.`var'
}
mkmat findepvar1 findepvar2 fcons, matrix(var_ind)
matrix B1=e(b)
matrix y_hat1 = var_ind*B1'
svmat y_hat1, names(depvar_hat)

HTH,

Joao Lima


2009/11/23 Martin Weiss <martin.weiss1@gmx.de>:
>
> <>
>
> 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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>



-- 
----------------------------------------
Joao Ricardo Lima, D.Sc.
Professor
UFPB-CCA-DCFS
Fone: +5538387264913
Skype: joao_ricardo_lima
----------------------------------------

*
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*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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