Hi all,
My dataset has three dimensions (country, year, firm) and I'm estimating
total factor productivity (using OLS estimates as a reference for more
appropriate estimation techniques) by country and year. I want to get
the estimated values of log of output, so that I can calculate log of
TFP, but if I use predict after my regress command - which would look
for example like this:
sort country year;
by country year: regress lnoutput lnl lnk lnm;
predict hlnoutput, xb;
- it uses the coefficients estimated in the last country-year pair,
which is not what I want. There probably is a way to do this (other than
writing down the equations for each country-year pair to get the
estimated values which is very time-consuming, since all the
coefficients need to be typed for each pair), but I cannot find it.
Could you please help?
Thanks,
Helena
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
