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st: RE: apply predict to a different dataset

From   "Sarah Edgington" <>
To   <>
Subject   st: RE: apply predict to a different dataset
Date   Fri, 17 Aug 2012 10:45:22 -0700

Look at -help estimates-
You can either store estimates in memory for later use in the same session,
or save them so they can be loaded for use later.

-----Original Message-----
[] On Behalf Of David Kantor
Sent: Thursday, August 16, 2012 2:18 PM
To: Statalist
Subject: st: apply predict to a different dataset

This may be a routing matter, but I am attempting this for the first time.
I use Stata 10.

I have two datasets with some of the same variables.
I want to -regress- on the first dataset, then apply the coefficients to run
-predict- on the second dataset.

I am thinking that the thing to do is...

use set1
regress v1 v2 v3 v4
_return hold somename

use set2
_return restore somename, hold
predict newvar


Is this the right approach?
I also wonder whether the -_return- operations are necessary. I note that
when I -use- a dataset, the coefficients from the earlier
-regress- are still around.
But I also wonder if the regress coefficients can be stored in a file that I
can reload at a later time -- and then I could proceed to do a -predict-.
Note that my actual task is to apply the -predict- to a multitude of
additional datasets.

Thanks if anyone can help with this.

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