Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: out-of-sample prediction of shares


From   "Oleksandr Shepotylo" <shepotil@econ.umd.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: out-of-sample prediction of shares
Date   Tue, 26 Aug 2003 12:39:01 -0400

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.



*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index