re: RE: st: Splitting a dataset efficiently/run regression repeatedly in subsets

[Christopher F Baum <baum@bc.edu>]

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Sven said

The statsby command is actually much quicker (and thanks for the advice). However, I also need to predict after each regression and apparently this is not possible with statsby.


Not true. Statsby can execute any single command, and you can easily create a 'wrapper' command that does both the regress and the predict. See my interchange with Degas Wright re 'rolling' on Statalist earlier this month, and the example myregress.ado in the ITSP sample programs. That command does a lincom after regress, but that is very similar to a predict after regress.

Kit

Kit Baum   |   Boston College Economics and DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming   |   http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata   |   http://www.stata-press.com/books/imeus.html


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