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Re: st: list x matrix
From
richard boylan <[email protected]>
To
[email protected]
Subject
Re: st: list x matrix
Date
Sun, 28 Mar 2010 13:12:34 -0500
Ok, got it.
The problem was as follows.
The regression is y = x b + e. (1)
However, to estimate it (b/c of a variety of issues such
autocorrelation, system of equation with correlated errors), the model
that I end up estimating is
yt = xt b + z c + v, (2)
where yt is a transformation of y, xt is a transformation of x, and z
are variables from the other regressions.
So, if I request the R^2, I am going to the r-squared for (2), while
the r-squared which I am interested in reporting is the R^2 for (1).
So, what I need to do is to get the estimates of b from (2) and plug
back into (1) to compute my R^2.
On Sun, Mar 28, 2010 at 11:11 AM, Maarten buis <[email protected]> wrote:
> --- On Sun, 28/3/10, richard boylan wrote:
>> I saw the documentation for predictnl, and I can see how xb
>> is an option after running an estimation.
>>
>> However, I did not understand how I could use it to compute
>> xb without an estimation.
>
> The point I made was that you almost never have to reinvent
> that operation yourself, there are many tools inside Stata
> that do it for you. Which tool is right for you depends on
> your situation. I used -predictnl- as an example because it
> is a common situation where one might be tempted to perform
> that operation. If you tell us why you want to perform that
> computation, we can tell you if there is such a tool
> available that is appropriate for your situation.
>
> -- Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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