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st: out-of-sample prediction of shares

From   "Oleksandr Shepotylo" <>
To   <>
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)



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