# Re: st: RE: create predicted values manually using matrices

 From "Joao Ricardo F. Lima" <[email protected]> To [email protected] Subject Re: st: RE: create predicted values manually using matrices Date Mon, 23 Nov 2009 17:45:24 -0300

```Dear all,

Sorry, but as I'm understanding the problem here is to use time series
operators and matrix... To use the time series operators you must

clear all
input depvar indepvar1 indepvar2
2 15 3
3 23 5
4 19 8
2 32 6
5 27 4
end

gen time=_n
tsset time, yearly

reg depvar indepvar1 indepvar2
gen cons=1
foreach var of varlist indepvar1 indepvar2 cons{
gen f`var'=F.`var'
}
mkmat findepvar1 findepvar2 fcons, matrix(var_ind)
matrix B1=e(b)
matrix y_hat1 = var_ind*B1'
svmat y_hat1, names(depvar_hat)

HTH,

Joao Lima

2009/11/23 Martin Weiss <[email protected]>:
>
> <>
>
> It should be a task for -mata-, I guess:
>
>
>
> *******
> mata: mata clear
>
> sysuse auto, clear
> reg pr we f tr
> capt which tomata
> if _rc ssc inst tomata
> tomata price weight foreign trunk
>
> mata
>        b=st_matrix("e(b)")'
>        X=(weight, foreign, trunk, J(st_nobs(),1,1))
>        y=price
>        pred=X*b
>        res=y-pred
>        st_store(.,"pred", pred)
>        st_store(.,"res", res)
> end
> *******
>
>
> HTH
> Martin
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Joshua A.
> Shindell
> Sent: Montag, 23. November 2009 19:38
> To: [email protected]
> Subject: st: create predicted values manually using matrices
>
> Hello, I would like to create predicted values by multiplying my vector
> of estimated coefficients my the matrix of data used in the sample.
>
> I use the following code to extract my vector of coefficients after the
> regression:
> reg depvar indepvar1 indepvar2
>
> matrix coeffs=e(b)
> matrix list coeffs
> matrix coeffs = coeffs'
> matrix list coeffs
>
> I have tried using the following code to extract my data values:
> local varnames : rownames(coeffs)
> local k = rowsof(coeffs)
> matrix values = J(`k',1,1)
>
> Where I am looking for some help is with filling the matrix named values
> with the values of each variable for each observation so I can use the
> values and the estimated coefficients to generate a predicted value.
>
> Any help is be greatly appreciated.
>
> Josh Shindell
>
>
>
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>
> *
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>

--
----------------------------------------
Joao Ricardo Lima, D.Sc.
Professor
UFPB-CCA-DCFS
Fone: +5538387264913
Skype: joao_ricardo_lima
----------------------------------------

*
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```