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Re: st: reading in 150 stored regression models from csv file, one at a time and using predict ... ?


From   Sergiy Radyakin <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: reading in 150 stored regression models from csv file, one at a time and using predict ... ?
Date   Fri, 22 Nov 2013 17:56:28 -0500

Alex,
use -insheet- to read the estimates back to Stata, once there save
them to matrices, then load the original data, then do predictions
with:
generate yhat`i'=beta[1,`i']*x1+.....

However it is probably easier if you do predictions on the spot (in
the same loop which originally created the 205 estimates). Unless you
already lost your outcome variable and can't go back.

Best, Sergiy


On Fri, Nov 22, 2013 at 1:46 PM, Alexander Nervedi
<[email protected]> wrote:
> Hi Stata-masters,
>
> I have transactions data on 205 different commodity groups, and have estimated simple OLS models for hedonic prices each of these groups - simple reg y x1 x2 x3 x4 x5, where y is prices and x1, ... x5 are attributes of the commodities. I have stored these models in coef.csv using parmby and outsheet. Now i would like to read in the regressions from each of the these 205 models, and try to figure out what the prices would have been across each of the 205 categories if the structural relationship looked like it does for commodity group `j' where `j' takes on values from 1 to 205.
>
> I need to read in the coefs and run predict for the entire sample one set of coefs a time - but how do i get that to happen since predict doesn't work unless an ols command has been run ...
>
> thanks,
>
> Alex
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