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st: RE: RE: predicting (ui) after( xtivreg2) ?!
Dear Mark,
I did what you have suggested to predict (ui)..but I couldn't get a fixed value over time like what xtivreg does?!
Would there be any other way to make it obtaining an individual effect that is constant over time period.?!
Any comments will be appreciated?!
Cheers;
Ahmed
________________________________
From: [email protected] on behalf of Schaffer, Mark E
Sent: Wed 3/28/2007 4:59 PM
To: [email protected]
Subject: 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
>
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