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Re: st: Predict in version 11


From   Neil Shephard <nshephard@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Predict in version 11
Date   Wed, 8 Dec 2010 11:06:18 +0000

On Wed, Dec 8, 2010 at 9:58 AM, Marnix Zoutenbier
<Marnix.Zoutenbier@cqm.nl> wrote:
> Dear all,
>
> I see a difference in the way predict works between Stata10 and 11.
>
> Consider the following example
> x1      testset         y
> 1       1       12
> 2       1       13
> 3       1       14
> 4       2       .
>
> And the commands
> anova y x1 if testset==1
> predict yhat
>
> The following is the result in version 11
> x1      testset         y       yhat
> 1       1       12      12
> 2       1       13      13
> 3       1       14      14
> 4       2       .       12
>
> While in version 10 the following dataset results
> x1      testset         y       yhat
> 1       1       12      12
> 2       1       13      13
> 3       1       14      14
> 4       2       .       .
>
> I prefer the version 10 way-of-working, because it gives me the opportunity
> to identify observations that are in the testset (testset==2) and not in
> the trainingset (testset==1).
>
> Is it possible to obtain the same result in version 11 as in version 10,
> other than switching with the version command before and after predict?


Yes, see the -man predict- page
(http://www.stata.com/help.cgi?predict), items 6 and 7 in the
Description section near the top...

    predict can be used to make in-sample or out-of-sample predictions:

        6.  predict calculates the requested statistic for all
possible observations, whether they were used in fitting the model or
not.  predict does this for the standard options 1 through 3 and
            generally does this for estimator-specific options 4.

        7.  predict newvar if e(sample), ...  restricts the prediction
to the estimation subsample.


So in your above example under Stata 11 you should use...

predict yhat if(e(sample))


Neil


-- 
"Our civilization would be pitifully immature without the intellectual
revolution led by Darwin" - Motoo Kimura, The Neutral Theory of
Molecular Evolution

Email - nshephard@gmail.com
Website - http://kimura-no-ip.org/
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