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From | Alban Pinz <albanpinz@hotmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: var decomposition issues |
Date | Sat, 10 Jul 2010 01:03:10 +0200 |
> Hi guys, > > I'm running univariate VARs for each cross-sectional unit in a panel > dataset ie. [by x, sort : var x, lags(1/2)]. I then want to get > predicted and residual variables for each regression, however I think > whats happening is the program is taking the values from the very last > regression and using them to predict values for the whole sample, > which is screwing up my analysis of variance. > > How can I make stata use the estimates from each individual country > VAR to give me a predicted value for ONLY that country? Preferably > some way thats not going to take hours and hours to do. I have no idea > about programming but I dont think it would be too hard, any help > would be much appreciated! > > Many thanks! * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/