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st: Is there a way to use or emulate the behaviour of --predict-- with --by-- groups?


From   Aaron Kirkman <[email protected]>
To   [email protected]
Subject   st: Is there a way to use or emulate the behaviour of --predict-- with --by-- groups?
Date   Tue, 30 Oct 2012 19:40:58 -0500

Dear Statalist,

I have data grouped by a variable called --group--, in this example,
and I'm trying to use logarithmic interpolation on another variable.
Linear interpolation using the --ipolate-- command works perfectly in
--by-- group, as shown:

****
clear
quietly input str1 group x y
A 1 1000
A 2 .
A 3 3000
A 4 .
B 5 45
B 6 .
B 9 20
end

bysort group: ipolate y x, g(y_linear) e
list, noobs sepby(group)
****

Unfortunately, this does not work with logarithmic interpolation and
--regress--/--predict--.

****
gen lgx = log(x)
bysort group: regress y lgx
by group: predict y_loginterp, xb
****

This returns error r(190): "predict may not be combined with by." I
know I can use matrix commands to save these variables in the dataset
if I'm not using --by--:

****
regress y lgx
matrix beta = e(b)
svmat double beta, names(matcol)
list, clean noobs
**


    group   x      y        lgx      betalgx   beta_cons
        A   1   1000          0   -602.68868   1755.3384
        A   2      .   .6931472            .           .
        A   3   3000   1.098612            .           .
        A   4      .   1.386294            .           .
        B   5     45   1.609438            .           .
        B   6      .   1.791759            .           .
        B   9     20   2.197225            .           .


Unfortunately, this only stores the values of beta for the last
regression run, where group == "B". Is there a way to perform what I'm
trying to do? The actual data set is much larger and would probably
involve several hundred regressions of this type.


Thank you,
Aaron
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