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st: RE: predicting (ui) after( xtivreg2) ?!

From   "Schaffer, Mark E" <>
To   <>
Subject   st: RE: predicting (ui) after( xtivreg2) ?!
Date   Wed, 28 Mar 2007 16:59:44 +0100


> -----Original Message-----
> From: 
> [] On Behalf Of 
> Al-Darwish, Ahmed
> Sent: Wednesday, March 28, 2007 1:05 PM
> To:
> Subject: st: predicting (ui) after( xtivreg2) ?!
> Dear StataListers;
> Is there a way to predict the values of (ai)s or(ui)s after  
> running (xtivreg2) in a fixed effect -panel model?

Official -xtivreg- uses the terminology u_i and v_it, and the -xtivreg2-
help file refers to v_it.  -xtivreg2- will predict a v_it but not a u_i.
I assume that your ai and ui mean the same thing as u_i.

The problem is that -xtivreg2- doesn't estimate a coefficient for the

Maybe this is easy?

Put all your variables (including the IVs) into mean-deviation form
using Ben Jann's -center- command.  Make sure you center using a
consistent sample.  Estimating on mean-deviation data should give you
the same coefficients as estimating on the raw data (a useful check to
make sure you've got the centering done correctly).

Use -predict- to get the v_it.

Use -matrix score- to get the fitted values yhat_it of your demeaned
dependent variable.

The u_i will be y_it - yhat_it - v_it.

Or am I missing something here?


> Many Thanks;
> Ahmed
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