st: Regression by SIC and predicting different model

[Ferdinand Siagian <fsiagian@maine.edu>]

Hi Statalist,

I try to run a regression for 10 different industries and use the
coefficients to predict a different model.

For example:

I regress the following regression for different industries:

Y = a + b X1 + c X2 + error

So, I use the following command

By industries: regress Y X1 X2;

I would like to use a-hat, b-hat, and c-hat to predict:

Z = a-hat + b-hat X3 + c-hat X4.

I tried "predict" but it did not work. I also tried using _b[var] but it did
not work.





*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/