Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | richard boylan <richardtb25@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: list x matrix |
Date | Sun, 28 Mar 2010 13:12:34 -0500 |
Ok, got it. The problem was as follows. The regression is y = x b + e. (1) However, to estimate it (b/c of a variety of issues such autocorrelation, system of equation with correlated errors), the model that I end up estimating is yt = xt b + z c + v, (2) where yt is a transformation of y, xt is a transformation of x, and z are variables from the other regressions. So, if I request the R^2, I am going to the r-squared for (2), while the r-squared which I am interested in reporting is the R^2 for (1). So, what I need to do is to get the estimates of b from (2) and plug back into (1) to compute my R^2. On Sun, Mar 28, 2010 at 11:11 AM, Maarten buis <maartenbuis@yahoo.co.uk> wrote: > --- On Sun, 28/3/10, richard boylan wrote: >> I saw the documentation for predictnl, and I can see how xb >> is an option after running an estimation. >> >> However, I did not understand how I could use it to compute >> xb without an estimation. > > The point I made was that you almost never have to reinvent > that operation yourself, there are many tools inside Stata > that do it for you. Which tool is right for you depends on > your situation. I used -predictnl- as an example because it > is a common situation where one might be tempted to perform > that operation. If you tell us why you want to perform that > computation, we can tell you if there is such a tool > available that is appropriate for your situation. > > -- Maarten > > -------------------------- > Maarten L. Buis > Institut fuer Soziologie > Universitaet Tuebingen > Wilhelmstrasse 36 > 72074 Tuebingen > Germany > > http://www.maartenbuis.nl > -------------------------- > > > > > * > * 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/