|
|  |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: RE: predicting (ui) after( xtivreg2) ?!
Ahmed,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Al-Darwish, Ahmed
> Sent: Wednesday, March 28, 2007 1:05 PM
> To: [email protected]
> Subject: st: predicting (ui) after( xtivreg2) ?!
>
> Dear StataListers;
> Is there a way to predict the values of (ai)s or(ui)s after
> running (xtivreg2) in a fixed effect -panel model?
Official -xtivreg- uses the terminology u_i and v_it, and the -xtivreg2-
help file refers to v_it. -xtivreg2- will predict a v_it but not a u_i.
I assume that your ai and ui mean the same thing as u_i.
The problem is that -xtivreg2- doesn't estimate a coefficient for the
constant.
Maybe this is easy?
Put all your variables (including the IVs) into mean-deviation form
using Ben Jann's -center- command. Make sure you center using a
consistent sample. Estimating on mean-deviation data should give you
the same coefficients as estimating on the raw data (a useful check to
make sure you've got the centering done correctly).
Use -predict- to get the v_it.
Use -matrix score- to get the fitted values yhat_it of your demeaned
dependent variable.
The u_i will be y_it - yhat_it - v_it.
Or am I missing something here?
--Mark
> Many Thanks;
> Ahmed
>
>
>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
