st: Using one dataset to produce regression coefficients that are use to predict values using a second dataset

["Ben Hoen" <bhoen@lbl.gov>]

Hi all,

I have been poking around this morning unsuccessfully to find an elegant way
to use one dataset to generate coefficients that I will use to predict
values using a second dataset.

An obvious method is to simply copy the coefficients after running the first
regression into a formula and then use .gen to calculate the "predicted"
values using the second dataset.

I am assuming that this "two-stage" process is well thought out, and,
therefore, there are ado files someone has created (even Stata Corp) that
will allow me to conduct this process more efficiently (assuming, e.g., I
have the same variable names in both datasets).

I was not able to find any, but, I suspect, I am not searching on the
correct key words etc.

Any advice?

Thanks, as always, in advance, for any help you can offer!

Ben

Ben Hoen
Staff Research Associate 
Lawrence Berkeley National Laboratory
Office: 845-758-1896
Cell: 718-812-7589
bhoen@lbl.gov
http://emp.lbl.gov/staff/ben-hoen

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