Re: st: Re: Prediction after xtpoisson, fe

["David W. Harless" <dwharles@vcu.edu>]

david reinstein wrote:
> Thanks for the suggestions, but none of this seems to work so far.
>
> "predict yhatnu0, nu0 " gives estimates that are much too low. (When
> exponentiated, they are still too low, and with virtually no
> correlation to the outcomes. And it is still ignoring the fixed
> effect, which I want to be part of this prediction.)
>
> Anyway, I find that exponentiating the result of "predict yhattotxb,
> xb" yields the yhatnu0 measure; so nu0 seems to be already
> exponentiating, but the fixed effect seems to be always thrown away!
>
> Anyone know how to recover the fixed effect and use it in generating
> predictions? Or where to look for more information about this
> procedure.

-xtpoisson- works by conditioning out the fixed effects, thus no option to use -predict- 
to get predictions inclusive of the estimated fixed effects.

But there is another possibility: the fixed effects Poisson model is equivalent to  use of 
-poisson- with dummy variables for cross-sectional units (a special case among non-linear 
models where this is true).  Hence, if the number of cross-sectional units is not too 
large, you could accomplish what you wish using -predict, n- after -poisson- with dummy 
variables.

I hope this helps,
Dave Harless
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