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From |
Peter Hofmann <maxl@sunrise.ch> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: Re: st: using subgroup regression coefficients in further regressions |

Date |
Sun, 22 Jul 2012 16:42:50 +0200 |

Thank you for the fast reply, Nick. Your hint improves my first step, however the original question is still unanswered. Obviously I did not pose the question clear enough, so I try again: After the regression I want to use the estimated coefficients (betas) of each subgroup (control groups) to calculate the y-hat (=expected dependent variable) of the treatment observations (each corresponding to its specific subgroup) by: treatment1: yhat_1 = beta-hat1 * X1 + beta-hat2 * X2 treatment2: yhat_2 = beta-hat3 * X3 + beta-hat4 * X4 ..... The calculated y-hats of the treatments can now be compared to the real y's of the treatments. Any help is appreciated! Peter On Thu, Jul 19, 2012 at 2:00 PM, Nick Cox <njcoxstata@gmail.com> wrote: > That code won't work at all. Apart from some fantasy syntax, the > second time around the loop the -generate- would fail as the variable > already exists. > But as you want residuals, you can get them directly: > gen res = . > sum subgroupvar, meanonly > qui forvalues i = `r(min)'/`r(max)' { > reg y x1 x2 if subgroupvar==`i' > predict work, residual > replace res = work if subgroupvar==`i' > drop work > } > Note, if only as a style point, that putting returned results into > scalars, and then scalars into locals, is in this case two more steps > than needed. On Thu, Jul 19, 2012 at 1:12 PM, Peter Hofmann <maxl@sunrise.ch> wrote: > Dear all, > > Currently I use one regression for each subgroup of my control sample > and save the subgroup-betas. > Now I want to use the respective betas for a regression on the > treatment observations that correspond to the respective subgroup (to > extract the residuals from these regressions with the treatment > values). > > Currently I use: > . sum subgroupvar > . scalar min1=r(min) > . local j=min1 > . scalar max1=r(max) > . local k=max1 > . forvalues i=`j'(1)`k' { > . reg y x1 x2 if subgroupvar==`i' > . mat bhat = e(b) > . svmat bhat, names(bhat_`i'_) > . } > > But now I do not know how to proceed: > I want to use the respective subgroup betas in a regression on the > treatment observations (treatments are indicated by a dummy). > > I supposed it should look similar to: > . forvalues i=`j'(1)`k' { > . g yhat = `bhat_*_1' * var1 + `bhat_*_2' * var2 if subgroupvar==`i' > . } > But that results in: > . + invalid name > . r(198); > > I appreciate any help... > Peter * * 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/

**Follow-Ups**:**Re: Re: st: using subgroup regression coefficients in further regressions***From:*Peter Hofmann <maxl@sunrise.ch>

**Re: Re: st: using subgroup regression coefficients in further regressions***From:*Nick Cox <njcoxstata@gmail.com>

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