Dimitriy V. Masterov wrote:
In case anyone is interested, I came up with a solution that works
around the limitations of parsing and string length:
foreach outcome in o1 o2 o3 {;
probit `outcome' x1 x2 x3 age age2 ;
local a: colfullnames e(b);
local b "age age2 _cons";
local c: list a - b;
adjust `c","_cons","",.)' if e(sample), pr by(age age2) gen(`outcome'_hat)
}
--------------------------------------------------------------------------------
Shouldn't `c","_cons","",.)' be `c' instead?
Using the code (top part of do-file below), I get missing values when one of
the x's predicts failure perfectly.
+---------------------------------------------------------------------+
| o1 x1 o2 x2 o3 x3 age age2 o1_hat o2_hat o3_hat |
|---------------------------------------------------------------------|
| 1 0 0 0 0 1 53 2809 0.53 . 0.51 |
| 0 0 0 1 1 0 18 324 0.57 0.73 0.42 |
| 0 0 0 1 1 1 49 2401 0.53 0.63 0.52 |
| 0 0 1 1 1 1 58 3364 0.53 0.64 0.50 |
| 0 1 0 0 1 0 54 2916 0.53 . 0.51 |
|---------------------------------------------------------------------|
| 0 1 0 1 1 0 42 1764 0.53 0.63 0.52 |
| 0 1 1 1 0 1 34 1156 0.53 0.65 0.51 |
| 0 0 0 0 1 1 35 1225 0.53 . 0.51 |
| 1 0 1 1 1 0 61 3721 0.54 0.65 0.49 |
| 1 1 0 0 1 0 39 1521 0.53 . 0.52 |
+---------------------------------------------------------------------+
Do you want this? It happens because the observations are dropped at the
execution of -probit-:
note: x2 != 1 predicts failure perfectly
x2 dropped and 63 obs not used
You can omit the -if e(sample)- if you want to avoid this. If you
need to keep the -if e(sample)- in the -adjust- command for other some
reason, then you can fix-up the predictor list up-front, prior to -probit-.
See the bottom part of the do-file below.
Joseph Coveney
clear
set more off
set seed `=date("2006-08-30", "ymd")'
set obs 200
forvalues i = 1/3 {
generate byte o`i' = uniform() > 0.5
generate byte x`i' = uniform() > 0.5
}
generate float age = 18 + floor(60* uniform())
generate float age2 = age^2
replace x2 = 1 if o2 == 1
foreach outcome in o1 o2 o3 {
probit `outcome' x1 x2 x3 age age2
local a: colfullnames e(b)
local b "age age2 _cons"
local c: list a - b
quietly adjust `c' if e(sample), pr by(age age2) gen(`outcome'_hat)
}
format o?_* %04.2f
list in 1/10, noobs // output shown above
*
* Preventing missing predictions
*
drop *_hat
foreach outcome in o1 o2 o3 {
probit `outcome' x1 x2 x3 age age2
matrix Rules = e(rules)
// I read the fine manual.
// Not there. (For -probit-, at least.)
// Hinted at in -predict , rules | asif-.
// What are all the elements in the e(rules) vector?
capture assert Rules[1,4] == 0
if _rc {
local varlist : colfullnames e(b)
local cons _cons
probit `outcome' `: list varlist - cons'
}
local a: colfullnames e(b)
local b age age2 _cons
quietly adjust `: list a - b' if e(sample), ///
pr by(age age2) generate(`outcome'_hat)
}
format o?_* %04.2f
list in 1/10, noobs
exit
*
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