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From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: create predicted values manually using matrices |

Date |
Tue, 24 Nov 2009 06:49:08 -0500 |

<> On Nov 24, 2009, at 2:33 AM, Joao wrote: > > 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) A solution using Stata's matrix language may run afoul of the matsize limit, which in Stata/IC is an iimmutable 800 rows or columns. I don't think you are trying to do anything that requires matrices -- as others have posted, predict should be able to do what you need without any explicit algebra -- but if you want to do something like this, use Mata, as Martin suggested. Mata is not subject to the matsize limit. A silly example: clear set obs 1000000 g junk = uniform() tomata junk mata: junk = junk :/ colsum(junk :* junk) end su junk As tomata (from SSC, by Bill Gould) creates view matrices, an alternative to Martin's code would be reg price weight foreign trunk if !mi(rep78) g double pred = . g double res = . tomata price weight foreign trunk pred res if e(sample) mata: b=st_matrix("e(b)")' X=(weight, foreign, trunk, J(rows(weight),1,1)) y=price pred[.] = X*b res[.] = y - pred end Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * 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/

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