I recently saw a talk by Phil Cross entitled "Partial identification of
conditional means and variances: using marginal distributions to sharpen
inference on mean regressions" which looks at this type of problem. His
contact details are available at http://www.georgetown.edu/faculty/pjc22/.
Steve
> -----Original Message-----
> From: Oleksandr Shepotylo [SMTP:[email protected]]
> Sent: Wednesday, August 27, 2003 4:39 AM
> To: [email protected]
> Subject: st: out-of-sample prediction of shares
>
> Hi statalist group,
>
>
> I would greatly appreciate any idea and/ or links to the journal articles
> (books) dealing with the (remotely) similar problem:
>
> I have two household surveys of the same population. Survey A has 5,000
> observations and detailed income data but
> is not regionally representative. Survey B has 50,000 households and is
> regionally representative
> but has no income data other than total income derived as
>
> income = expenditures + savings
>
> Data sets have a set of common variables X.
> My final goal is to predict income shares from skilled, unskilled labor
> and
> capital in data set B
> based on estimation of income shares from data set A conditioned on X.
>
> So, my questions are:
>
> 1 Any suggestion on estimation procedure bearing in mind that dependent
> variables (shares of income
> from skilled labor unskilled labor and capital) are bounded between 0 and
> 1
> and add up to 1.
>
> 2 Any idea on better way to predict shares in the data set B based on
> estimations from A. (again the same limitations)
>
> Thanks,
>
> Oleksandr.
>
>
>
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