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st: RE: proper use of if
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: proper use of if
Date
Tue, 16 Nov 2010 16:37:40 +0000
If you read -help predict- you will see that it explains that -predict- also takes -if- if you wish. As you did not specify -if-, predictions were generated for the whole dataset, which people sometimes do want. So, just repeat -if isin2 == 1- on the -predict-.
Nick
[email protected]
Rodrigo Briceño
I'm using Stata 9.2 and Windows XP.
I have a panel with 324 bonds (identified with the variable isin2)
with 54 observations in time (monthly series). I'm running several
individual (for each bond) time series regression:
quietly regress liq sap liqmk m2 m3 m4 m5 m6 m7 m8 m9 m10 m11 m12 mes
pprom if isin2==1
predict ehat, res
When I run the command the residuals are generated for all the 17496
observations, instead of just 54 observations as correctly
corresponds. My question to the list is if there are some command that
allows me to produce the required results just for the 54 observations
considered each time. I'm using if, since not all the 324 bonds are
going to be used in the regression process.
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