st: RE: apply predict to a different dataset

["Sarah Edgington" <sedging@ucla.edu>]

David,
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.
-Sarah

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of David Kantor
Sent: Thursday, August 16, 2012 2:18 PM
To: Statalist
Subject: st: apply predict to a different dataset

Hi.
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.
--David

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