Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Prediction after xtpoisson, fe


From   david reinstein <daaronr@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Prediction after xtpoisson, fe
Date   Wed, 22 Jul 2009 15:12:43 +0100

Following the suggestion of Santos-Silva ("Log of Gravity") I am
regressing a non-negative non-count variable (charitable giving) on a
host of other variables ("price", income etc) using poisson regression
with a fixed effect (admittedly, I have not examined the metrics
behind this procedure extensively, but Wooldridge's 2002 text seems to
also support this):

 A simplified version:
> xtpoisson tot_gvg_ lnetincome, fe

 I then try to generate predictions (and residuals) for charitable
giving for  each (household/year) observation, using (as suggested in
stata help):
> predict psnfexb_tot, xb

 But this does not seem to generate reasonable predictions .
Summarizing the data, I get a mean prediction of 1.87, versus a mean
dependent variable of  2092.  My guess is it is leaving out the fixed
effect in the prediction.

 Any suggestions on how to get this prediction to work?  Anyone had
success with this? Thanks.

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   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