Padmakumar, thank you for your valuable suggestion. I am wondering if the predict command you suggest will take the coefficient on hours estimated in period T and multiply it by the value of hours in t+1?
Thank you for your help,
Joshua A. Shindell
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Padmakumar Sivadasan
Sent: Monday, November 23, 2009 6:01 PM
To: [email protected]
Subject: Re: st: RE: create predicted values manually using matrices
I believe Joshua is using coefficients from period 1 regressions to
predict the values of the dependent variable in period2. Here is code
that uses -predict- as Nick and Scott have suggested.
tsset id period
reg depvar indepvar1 indepvar2 if period==1
predict depvar1 if period==2
To loop this over multiple periods I would use a code similar to the following
webuse nlswork, clear
gen wage_hat=.
forvalues x=68/70 {
reg ln_wage hours if year==`x'
predict temp if year==`x'+1
replace wage_hat=temp if year==`x'+1
drop temp
}
Padmakumar
On Mon, Nov 23, 2009 at 2:45 PM, Joao Ricardo F. Lima
<[email protected]> wrote:
>
> 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 <[email protected]>:
> >
> > <>
> >
> > 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: [email protected]
> > [mailto:[email protected]] On Behalf Of Joshua A.
> > Shindell
> > Sent: Montag, 23. November 2009 19:38
> > To: [email protected]
> > 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
> >
> >
> >
> > *
> > * 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/
> >
>
>
>
> --
> ----------------------------------------
> Joao Ricardo Lima, D.Sc.
> Professor
> UFPB-CCA-DCFS
> Fone: +5538387264913
> Skype: joao_ricardo_lima
> ----------------------------------------
>
> *
> * 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:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
