Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: How to get parts of XB matrix

From   Austin Nichols <>
To   "" <>
Subject   Re: st: How to get parts of XB matrix
Date   Fri, 3 Jun 2011 21:25:17 -0400

Zhi Su <>:
If you want a prediction zeroing out only a few coefficients, it's
probably easier to start with -predict- and then subtract those few
off.  But you should get the same result either way.

sysuse auto, clear
reg  price mpg trunk weight length turn
predict p
g pr=p-_b[_cons]
g xb=0
loc X mpg trunk weight length turn
foreach v of loc X {
 replace xb=xb+`v'*_b[`v']
su pr xb

On Fri, Jun 3, 2011 at 5:56 PM, Austin Nichols <> wrote:
> Zhi Su <> :
> Something like
> g xb=0
> foreach v of loc X {
> replace xb=xb+'v'*_b['v']
> }
> On Friday, June 3, 2011, Zhi Su <> wrote:
>> Dear statalist,
>>   I run a regression Y=XB+u, with 30 independent variables. I want to
>> get predicted XB of 15 independent variables among 30 independent
>> variables.
>>   Here are my questions
>>   1.The coefficient of an independent variable x is stored in _b[x].
>> Is _b[x] a vector or scalar?
>>   2. Generally, I use "local" to assign X I want in to a local macro
>> name. And I can easily change X in the local macro name. How can I
>> utilize this local macro name when I create XB matrix with independent
>> variables I want?

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index