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st: RE: RE: var decomposition issues
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
st: RE: RE: var decomposition issues
Date
Sun, 11 Jul 2010 18:02:23 +0200
<>
Also try the recipes contained in this recent thread:
http://www.stata.com/statalist/archive/2010-06/msg01504.html
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nick Cox
Sent: Sonntag, 11. Juli 2010 17:49
To: [email protected]
Subject: st: RE: var decomposition issues
I doubt your syntax which has response and panel identifier both equal
to x.
But something like
gen predicted = .
egen group = group(id)
su group, meanonly
forval i = 1/`=r(max)' {
tempvar pred
var <whatever> if group == `i'
predict `pred'
replace predicted = `pred' if group == `i'
drop `pred'
}
should get you closer to where you want to be. See also.
FAQ . . . . . . . . . . Making foreach go through all values of a
variable
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N.
J. Cox
8/05 Is there a way to tell Stata to try all values of a
particular variable in a foreach statement without
specifying them?
http://www.stata.com/support/faqs/data/foreach.html
Nick
[email protected]
Alban Pinz
> I'm running univariate VARs for each cross-sectional unit in a panel
> dataset ie. [by x, sort : var x, lags(1/2)]. I then want to get
> predicted and residual variables for each regression, however I think
> whats happening is the program is taking the values from the very last
> regression and using them to predict values for the whole sample,
> which is screwing up my analysis of variance.
>
> How can I make stata use the estimates from each individual country
> VAR to give me a predicted value for ONLY that country? Preferably
> some way thats not going to take hours and hours to do. I have no idea
> about programming but I dont think it would be too hard, any help
> would be much appreciated!
>
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