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st: Using Levprdict to predict values of second dataset

From   NEPPC RA <[email protected]>
To   [email protected]
Subject   st: Using Levprdict to predict values of second dataset
Date   Wed, 14 Mar 2012 10:54:33 -0400


I am using a regression to estimate log(per capita expenditure) in a
certain subset of my data, let's call it subset "A". I then want to
use the results from that regression to estimate values for a
completely different subset. Usually I can simply regress on the
variables in question and then specify predict X. However, since it is
logged I am using levpredict to reduce transformation bias. I noticed
that levpredict is only creating estimates for the observations used
in the regression. Thus, it is skipping the second subset for which I
am trying to estimate costs. Any suggestions?

(As a note this is a similar issue as to the one I am having with
splines, but I will be testing out the suggestion of another statalist
user later today to address that issue.)

Tal Elmatad
Senior Research Assistant
Federal Reserve Bank of Boston
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