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st: RE: create predicted values manually using matrices


From   "Joshua A. Shindell" <[email protected]>
To   <[email protected]>
Subject   st: RE: create predicted values manually using matrices
Date   Mon, 23 Nov 2009 14:18:39 -0500

I'm sorry about the lack of clarity in the last email.

I am looking to generate predicted values by multiplying the estimated
coefficients by a period ahead value of each variable.

The code I am using currently is:

Reg depvar indepvar1 indepvar2
gen depvar1 =
_b[_cons]+_b[_indepvar1]*F1.indepvar1+_b[_indepvar2]*F1.indepvar2

Is there code that can automate the process so I don't have to recode
each generate expression when I change model specification ?


Thanks for your valuable suggestions,



Joshua A. Shindell

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