Re: st: -predict- in a system of equations

[Ada Ma <pec187@abdn.ac.uk>]

Here's a clumsy way of doing it.  It might not be overly useful for you if 
you're NOT dealing with dummy variables.  I was estimating equations with 98 
dummy variables for Counties, which are the only coefficients I wanted to save.

So I did a little loop:
(the varnames generated are _ICounty_2 to _ICounty_99)

forvalues i = 2/99 {
gen coeff`i'=_b[ _ICounty_`i']*_ICounty_`i' if _ICounty_`i'==1
replace coeff`i'=. if _ICounty_`i'==0
}

egen coeff=rmean(coeff2-coeff99)
drop coeff2-coeff99

collapse coeff, by(County)

save coeff.dta, replace


I really hope that someone will jump out and tell me that there's a smarter way 
of doing it.  That would make my week!

Ada



R.E. De Hoyos wrote:


> Hi,
>
> As Richard Williams mentioned in the post called "Ten top tricks"
> the -predict- command allows one to "export" the coefficients of the last
> estimation into an alternative dataset and get fitted values for the
> hypothetical data.
>
> However in a system of equations, several vectors with the estimated
> coefficients [e(b)] are being created and the -predict- command only access
> those ones deriving from the latest extimation. Is there a way to get fitted
> values in an alternative (or hypothetical) dataset using "imported"
> coefficients e(b) that were estimated by a system of equations?
>
> How can I save the estimated coefficients e(b) of a system of equations to
> use them with an alternative dataset?
>
> Thanks,
>
> Rafa
>
> ps. Sorry if you got this twice, but I was having problems sending it.
> ______________________________
> R.E. De Hoyos
> Department of Applied Economics
> University of Cambridge
> Cambridge, CB3 9DE, UK
> Tel: +44 1223 335269
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--
Ada Ma
Research Assistant
Department of Economics
University of Aberdeen Business School
Edward Wright Building F55
http://www.abdn.ac.uk/economics/
http://www.abdn.ac.uk/~pec187/firstpage.htm
Tel:   +44 1224 273417
Fax:   +44 1224 272181
Email: a.ma@abdn.ac.uk

*
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