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


From   Aaron Kirkman <ak1795mailserv@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Is there a way to use or emulate the behaviour of --predict-- with --by-- groups?
Date   Wed, 31 Oct 2012 12:49:52 -0500

Thank you Maarten. The interaction term does exactly what I need. Once
I added --set matsize 3000-- to my actual data set, the interpolation
works well.

On Wed, Oct 31, 2012 at 3:19 AM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> On Wed, Oct 31, 2012 at 1:40 AM, Aaron Kirkman wrote:
>> 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 <snip> Unfortunately, this does not work with logarithmic
>> interpolation and --regress--/--predict--.
>
> You can avoid the -by:- prefix by adding interactions to your linear
> regression model:
>
> *---------- begin example ----------
> 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
>
> encode group, gen(groupnum)
> gen lx = ln(x)
>
> reg y i.groupnum##c.lx
>
> predict y_loginterp, xb
> *----------- end example -----------
>
> Notice that the observation A 4 is not strictly speaking an
> interpolation but an extrapolation. You'll want to be more careful in
> those situations.
>
> Hope this helps,
> Maarten
>
>
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
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