Oleksandr Shepotylo
> Is there possibility to use predict after estimation with by?
>
> For example, I estimated linear regression using file X1:
>
> by pensiontype: reg pension age gender region_dummy
>
> then I wanted to predict pension using another file X2. But
> predict did not
> work after regression with by.
Not so; it works. The only question is whether it
works the way you think it should; evidently not.
The rule is that -predict- picks up the results
of the last model fitted. Thus after
. bysort foreign : regress mpg weight
. predict mpgpre
will pick up results for the last group of
-foreign- and use those -- and calculate predictions
for the whole data set unless you specify otherwise.
I guess what you want is some sort of
composite, a variable containing (in this example)
if foreign == 0
predicted values from -regress mpg weight if
foreign == 0-
if foreign == 1
predicted values from -regress mpg weight if
foreign == 1-
Here is one way of doing that, generalised,
gen predict = .
levels <varname>, local(levels)
qui foreach l of local levels {
regress <response> <covariates> if <varname> == `l'
predict temp
replace predict = temp if e(sample)
// OR replace predict = temp if <varname> == `l'
// depending on what you want, precisely
drop temp
}
As said, this is a composite, but it may be what you
want.
If <varname> is string use "`l'" or `"`l'"' instead.
Nick
[email protected]
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