RE: st: reading in 150 stored regression models from csv file, one at a time and using predict ... ?

[Alexander Nervedi <alexnerdy@hotmail.com>]

Thanks Fernando, this is a useful thought to build on.


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> Date: Fri, 22 Nov 2013 16:35:32 -0600
> Subject: Re: st: reading in 150 stored regression models from csv file, one at a time and using predict ... ?
> From: ffurquim@gmail.com
> To: statalist@hsphsun2.harvard.edu
>
> Hi Alex,
>
> There may be other ways of doing this, but if you back up one step and
> start from your data, you could write a loop that does the reg and
> predict for each commodity. A quick example below, though I have not
> tested this.
>
> local i=1
> while `i' < 206 {
> reg y x1 x2 x3 x4 x5 if group==`i'
> predict yhat_`i', xb
> local i = `i' + 1
> }
>
> Not sure if that code would run as is, but you get the idea. You
> wanted to start from the coefficients, so this doesn't really answer
> your question directly but is a viable alternative. Good luck!
>
> Fernando
>
> On Fri, Nov 22, 2013 at 12:46 PM, Alexander Nervedi
> <alexnerdy@hotmail.com> wrote:
>> Hi Stata-masters,
>>
>> I have transactions data on 205 different commodity groups, and have estimated simple OLS models for hedonic prices each of these groups - simple reg y x1 x2 x3 x4 x5, where y is prices and x1, ... x5 are attributes of the commodities. I have stored these models in coef.csv using parmby and outsheet. Now i would like to read in the regressions from each of the these 205 models, and try to figure out what the prices would have been across each of the 205 categories if the structural relationship looked like it does for commodity group `j' where `j' takes on values from 1 to 205.
>>
>> I need to read in the coefs and run predict for the entire sample one set of coefs a time - but how do i get that to happen since predict doesn't work unless an ols command has been run ...
>>
>> thanks,
>>
>> Alex
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