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RE: st: xtabond fixed effect prediction


From   TEWODAJ MOGUES <tmogues@students.wisc.edu>
To   Stata _ <statalist@hsphsun2.harvard.edu>
Subject   RE: st: xtabond fixed effect prediction
Date   Tue, 20 Apr 2004 23:24:08 -0500

Monica,

I see now what you mean. I am afraid though I don't do much prediction, so I am not knowledgeable on your question as to how to predict the random effects in an xtabond setting. I hope someone else on the list has some insights.

All the best,
Tewodaj

  Date: Tue, 20 Apr 2004 19:04:28 -0400
   From: "Monica L. Parra Torrado" <mparrat@bu.edu>
Subject: RE: st: xtabond fixed effect prediction

Tewodaj, 
Thanks for the answer, you are right in the reference manual says the
estimation uses random effects.  Regarding the prediction, however, when we
estimate using xtreg with random effects we are able to predict them, so I
wonder if there's a way I can recover the predicted ones in the context of
xtabond given that we are differencing?
Best,

Mónica L.


~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~
Tewodaj Mogues
Dept. of Agricultural and Applied Economics
University of Wisconsin - Madison
427 Lorch St. #317, Taylor Hall
Madison, WI 53706


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