Re: st: RE: how to generate a variable using the estimation results

[Oleksandr Shepotylo <shepotil@econ.umd.edu>]

Thank you,

I need this rho to transform my exogenous variables X(NxK) by 
mulitplying them by the following matrix:

X*=rho*W*X, where W is (NxN)

so I planned to calcualte rho*X and use mata to calculate W*(rho*X).

But you are right, I can save a scalar rho and use it in mata 
expressions when I need it.

Thanks,

Oleksandr

Nick Cox wrote:


> This sounds like a bad idea. The parameter can be saved 
> as a scalar or a local macro, but using a variable for
> the same number again and again is usually unnecessary. 
> Still, there might be a good idea, or you might insist, so 
> if so try 
> gen rho = _b[/rho] 
> but consider also
>
> scalar rho = _b[/rho] 
> Nick 
> n.j.cox@durham.ac.uk 
> Oleksandr Shepotylo
>
>  
>
> > After non linear estimaition which estimates parameters rho 
> > and sigma of the following form
> >
> > nl (z=h1*{rho}+h2*{rho}^2+h3*{sigma2}), in(rho -0.5 sigma2 1) 
> > iterate(200)
> >
> > I want to generate a variable rho that takes the value of the 
> > estimated parameter {rho}
> >
> > gen rho=???
> >
> >    
> *
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>  
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