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st: create predicted values manually using matrices


From   "Joshua A. Shindell" <[email protected]>
To   <[email protected]>
Subject   st: create predicted values manually using matrices
Date   Mon, 23 Nov 2009 13:37:41 -0500

Hello, I would like to create predicted values by multiplying my vector
of estimated coefficients my the matrix of data used in the sample.

I use the following code to extract my vector of coefficients after the
regression:
reg depvar indepvar1 indepvar2

matrix coeffs=e(b)
matrix list coeffs
matrix coeffs = coeffs'
matrix list coeffs
 
I have tried using the following code to extract my data values:
local varnames : rownames(coeffs)
local k = rowsof(coeffs)
matrix values = J(`k',1,1)

Where I am looking for some help is with filling the matrix named values
with the values of each variable for each observation so I can use the
values and the estimated coefficients to generate a predicted value.

Any help is be greatly appreciated.

Josh Shindell



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