Marvelous. Thank you Ben and earlier Steinar.
It works very well.
Cheers - Jon
-----Original Message-----
From: Ben Jann [mailto:[email protected]]
Sent: Tuesday, May 22, 2007 12:41 PM
To: [email protected]
Subject: Re: st: Saving STREG results
Try the -estwrite- package. -estwrite- can be used to store the models
on disk from where they can be restored later. -estwrite- requires
-estsave-. Both are available from the SSC Archive:
. ssc install estsave
. ssc install estwrite
ben
On 5/22/07, Jon Haveman <[email protected]> wrote:
> Hi Statalisters,
> This is my first post, so my apologies if I violate protocol.
>
> I am writing with a question similar to Alessia's. That is, it has to do
> with out of sample forecasting. In my case, I am performing a duration
> analysis of subprime loans, trying to assess foreclosures in the future.
>
> My sample sizes are very large and streg takes some time to complete. For
> now, every time I change the sample for which I want to forecast future
> foreclosures, I have to rerun streg. This is very time consuming.
>
> I'm wondering if there is a way that I can store the streg output
parameters
> in such a way that I can easily read them back in as though I had just
> performed an "est restore a" (where a is now created with "est store a").
>
> I'd like to uncouple the program that does the forecasting from the
program
> that does the estimation.
>
> I have been informed of parmby, but this does not seem to do quite what I
> want. If I understand in the results of the parmby command, they are
their
> own stata dataset and I lose the data from which I would like to forecast.
>
> I appreciate any assistance that people can provide.
>
> Thanks in advance.
>
> Jon
>
> -----Original Message-----
> From: Richard Williams [mailto:[email protected]]
> Sent: Tuesday, May 22, 2007 8:45 AM
> To: [email protected]
> Subject: Re: st: predicting y, with other variables
>
> At 09:28 AM 5/22/2007, alessia matano wrote:
> >Hi,
> >
> >I hope some of you can help me...
> >I estimate a regression and I saved the coefficients e(b) in the
> >corresponding matrix. Now I would like to apply these coefficients
> >estimates to the same set of x's variables, but for one that I want to
> >substitute with another and calculate the predicted values (to see
> >which is the variation in the rpedicted values using this other
> >variables). Anyone of you knows how to do this?
> >I tried creating a matrix with the new x's variables, but my n=2400
> >and so the matsize set does not allow me to create such a matrix.
> >
> >Thank you very much for your help.
> >Regards
> >alessia
>
> I'm not totally sure I understand you alessia. Is the idea that you
> want to do something like
>
> reg y x1 x2 x3
>
> but then substitute x4 for x3 when computing predicted values? If
> so, try something like
>
> clonevar tmpvar = x3
> reg y x1 x2 tmpvar
> predict yhat1
> drop tmpvar
> clonevar tmpvar = x4
> predict yhat2
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME: (574)289-5227
> EMAIL: [email protected]
> WWW: http://www.nd.edu/~rwilliam
>
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