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Re: st: How to get parts of XB matrix
From
Austin Nichols <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: How to get parts of XB matrix
Date
Fri, 3 Jun 2011 21:25:17 -0400
Zhi Su <[email protected]>:
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 <[email protected]> wrote:
> Zhi Su <[email protected]> :
> Something like
> g xb=0
> foreach v of loc X {
> replace xb=xb+'v'*_b['v']
> }
>
> On Friday, June 3, 2011, Zhi Su <[email protected]> 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?
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