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st: Generating predicted values from XTPCSE estimates


From   Kevin Wolff <[email protected]>
To   [email protected]
Subject   st: Generating predicted values from XTPCSE estimates
Date   Mon, 7 Feb 2011 14:10:16 -0500

Hi All,  I was hoping that someone could provide some assistance in
creating predicted values from a panel regression model using XTPCSE
in STATA.  I am running a two-way fixed effects model (using time and
state specific dummy variables), with Panel Corrected standard errors
and would like to generate predicted values to show the effect of my
independent variable of interest.  First, is there a way to do this in
STATA?  Secondly, I have attempted to do this in excel using a
spreadsheet and writing the formula myself (Constant +
(CoeffX1*MeanX1)+ (CoeffX2*MeanX2)+ (CoeffX3*MeanX3)+...)  for all of
the independent variables plus all the time and state specific dummy
variables, but the values I am coming up with are not within the range
of the dependent variable.

Any advice on this matter would be greatly appreciated.

Thanks
Kevin Wolff


--
Kevin Wolff
Florida State University
[email protected]
775.287.1539

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