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Re: st: AW: save estimated coefficients and use in other regressions

From   Maarten buis <>
Subject   Re: st: AW: save estimated coefficients and use in other regressions
Date   Mon, 9 Nov 2009 15:18:33 +0000 (GMT)

--- On Mon, 9/11/09, Jia Li wrote:
> Thanks for your suggestions. I ran separate regressions
> using completely different data sets: one uses consumer
> expenditure survey to derive relationships between income
> and expenditure; and I then use the estimated coefficients
> in my dataset to establish estimates of expenditure based on
> income.  I could of course just input the estimated
> coefficients, but I was wondering if there are more
> efficient ways to do this. I will experiment with the
> commands you suggested and let you know what i find out.

I read your question as follows:
I have two datasets, a and b. I want to analyse dataset a,
but it does not contain the variable expenditure, but this 
variable is present in dataset b. So, I want to impute 
expenditure in dataset a using information from dataset b.

Could you please clarify your question if this interpretation 
is not correct? Otherwise, continue reading for my remarks.

If I were to do such a thing, I would start by -append-ing 
the two datasents to form a single dataset, and than do 
multiple imputation. you can find resources on how to do that 
in Stata by typing in Stata -findit multiple imputation-.

-- Maarten

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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