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Re: st: levpredict after areg


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: levpredict after areg
Date   Fri, 15 Apr 2011 17:51:25 +0100

-levpredict- is from SSC. Please remember...

I don't know why intuition is invoked here. You can look at the code,
and it's a short but sweet program. -levpredict- is indifferent to
quite what lies beyond the fitted and residual values.

In any case, what do you mean by "including the effect of the absorbed
variable"?

Nick

On Fri, Apr 15, 2011 at 5:42 PM, Dimitriy V. Masterov
<dvmaster@gmail.com> wrote:
> I am estimating a model using -areg- where the dependent variable is
> logged. I was hoping to use -levpredict- to transform my prediction
> back to levels and I would like include the effect of the absorbed
> variable. My intuition is that levpredict is just using the xb fitted
> values and omitting d_absorbvar. Is there a way to do this?
>
> I tried to estimate the model using reg with a large set of factor
> variable created dummies, but this seems a whole lot slower than areg.
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