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Re: st: RE: Saving first-stage y_hat from xtivreg2
From
[email protected]
To
[email protected]
Subject
Re: st: RE: Saving first-stage y_hat from xtivreg2
Date
Mon, 14 Mar 2011 19:57:34 +0000
Hi Mark,
Thanks for the tip. I should have said that I tried it, but it didn't work.
I entered:
xtivreg2 y1 x1 x2 x3 (y2 = z1), gmm2s kernel barlett bw(1) fe first savefirst
estimates restore _xtivreg2_y2
predict pred_y2
But the fitted values of y2 were not produced
Have I missed a step?
Many thanks, May
------------------
-----Original Message-----
From: "Schaffer, Mark E" <[email protected]>
Sender: [email protected]
Date: Mon, 14 Mar 2011 18:18:05
To: <[email protected]>
Reply-To: [email protected]: st: RE: Saving first-stage y_hat from xtivreg2
May,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> [email protected]
> Sent: 14 March 2011 17:39
> To: [email protected]
> Subject: st: Saving first-stage y_hat from xtivreg2
>
> Hi, I have an issue getting stata to predict first-stage
> y2_hat. Can someone help please?
>
> My data are panel.
>
> My model is:
>
> xtivreg2 y1 x1 x2 x3 (y2 = z1), gmm2s kernel barlett bw(1) fe first
>
> So first stage is:
> y2 x1 x2 x3 z1
>
> How do I get predicted y2 please?
Have a look at the -savefirst- option as described in -help ivreg2-.
Cheers,
Mark
>
> Tried "predict pred_y2, equation(first)" but this doesn't work.
>
> Thanks!
>
> May
>
>
>
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>
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