Re: st: regress and then extrapolate with new dependent vars but samecoefficients

["Olga Gorbachev Melloni" <olga_gorbachev@hotmail.com>]

Thank you, adjust x1=0 worked perfectly

Is there a way to compute standard errors on that prediction as well, to use 
it with _predict name, stdp ?



Olga Gorbachev Melloni
Ph.D. student in Economics at Columbia University
(212)866-6091
502 W122 Street, apt. 62
NY, NY 10027






> From: Richard Williams <Richard.A.Williams.5@ND.edu>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: regress and then extrapolate with new dependent vars  but 
> same coefficients
> Date: Wed, 19 Jul 2006 11:12:34 -0500
>
> At 09:56 AM 7/19/2006, Olga Gorbachev Melloni wrote:
>
> > Hello,
> >
> > I need to run an exercise in which after running a regression and 
> > predicting the y_hat, I need to replace one of the dependent variables 
> > with zeros and then use the saved coefficients to predict a hypothetical 
> > value for y_hat(given x1==0), in order to compare the predicted values 
> > from these two exercises.
> >
> > Does any one know how to do this quickly, without saving all the 
> > coefficients and manually predicting for the second step? I am running a 
> > regression with 174 dependent variables (mostly dummies) and it would take 
> > some time to predict manually.
> >
> > I've checked on the faq for this and was unable to find anything, i might 
> > have overlooked the answer and apologize in advance if it has been asked 
> > and answered already and would appreciate any references if so.
> One way is to use the adjust command.
>
> reg y x1 x2 x3
> predict yhat1
> adjust x1=0, gen(yhat2)
>
> Another way:
>
> clonevar newx1 = x1
> reg y newx1 x2 x3
> predict yhat1
> replace newx1 = 0
> predict yhat2
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
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> EMAIL:  Richard.A.Williams.5@ND.Edu
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>
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