<>
It should be a task for -mata-, I guess:
*******
mata: mata clear
sysuse auto, clear
reg pr we f tr
capt which tomata
if _rc ssc inst tomata
tomata price weight foreign trunk
mata
b=st_matrix("e(b)")'
X=(weight, foreign, trunk, J(st_nobs(),1,1))
y=price
pred=X*b
res=y-pred
st_addvar("double", "pred")
st_store(.,"pred", pred)
st_addvar("double", "res")
st_store(.,"res", res)
end
*******
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Joshua A.
Shindell
Sent: Montag, 23. November 2009 19:38
To: [email protected]
Subject: st: create predicted values manually using matrices
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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