Maarten, thanks. This seems very close to what I
would like to do. I had been calculating my predicted
values using matrix language, just because I had
particular x-values I was interested in obtaining a
prediction for. Using your example, I did something
like this:
reg price mpg foreign
matrix yhat=_b[_cons] + _b[mpg]*12 + _b[foreign]*1
matrix list yhat
So in essence, I wanted a prediction for mpg=12,
foreign=1.
So my question is this: is there a way of generating
a distribution based on particular criteria (i.e.
mpg=12, foreign=1)?
Thanks again,
Randall
--- Maarten buis <[email protected]> wrote:
> Randall:
> I this what you are looking for?
>
> *--------begin example----------
> sysuse auto, clear
> reg price mpg foreign
> predict yhat, xb
> hist yhat, normal
> *-------end example------------
>
> HTH,
> Maarten
>
> --- Randall <[email protected]> wrote:
> > I have a multivariate OLS regression, and I am
> only
> > interested in the predicted value of the outcome
> > (y-hat). I am also interested in the sensitivity
> of
> > this predicted outcome, and would like to show
> this in
> > a graph, specifically a bell curve. Does anyone
> know
> > a way to create a graph which can show a bell
> curve of
> > predicted values? (i.e. probability on the y-axis
> and
> > predicted values on the x-axis)
> >
> > I can get the predicted value, and I can get 95%
> > confidence intervals for predicted values in Stata
> > using the method of Woolridge, 2nd Ed., p. 206.
> This
> > way calls for adjusting the data and re-running
> the
> > regression so that the constant's 95% confidence
> > intervals are those of the predicted values. But
> this
> > is merely two more points in the bell curve; I am
> > looking for the entire distribution graphically.
>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting adress:
> Buitenveldertselaan 3 (Metropolitan), room Z214
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
>
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