Dear all,
Sorry, but as I'm understanding the problem here is to use time series
operators and matrix... To use the time series operators you must
-tsset- your data first.
clear all
input depvar indepvar1 indepvar2
2 15 3
3 23 5
4 19 8
2 32 6
5 27 4
end
gen time=_n
tsset time, yearly
reg depvar indepvar1 indepvar2
gen cons=1
foreach var of varlist indepvar1 indepvar2 cons{
gen f`var'=F.`var'
}
mkmat findepvar1 findepvar2 fcons, matrix(var_ind)
matrix B1=e(b)
matrix y_hat1 = var_ind*B1'
svmat y_hat1, names(depvar_hat)
HTH,
Joao Lima
2009/11/23 Martin Weiss <[email protected]>:
>
> <>
>
> 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
>
>
>
> *
> * 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/
>
> *
> * 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/
>
--
----------------------------------------
Joao Ricardo Lima, D.Sc.
Professor
UFPB-CCA-DCFS
Fone: +5538387264913
Skype: joao_ricardo_lima
----------------------------------------
*
* 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/
