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st: How to predict in mixed level linear regression when key predictor variable is previous years result


From   "Hunter Paul Prof (MED)" <Paul.Hunter@uea.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: How to predict in mixed level linear regression when key predictor variable is previous years result
Date   Sun, 27 Nov 2011 08:28:31 +0000

Dear all

I am trying to predict the results of a mixed level linear regression model of time series

I have time series data from several countries and have developed a mixed level linear regression model with country as the level variable as follows

Z= a+ b1*Year +b2*X+b3*Z(in previous year)

Now I can use 

predict Pred_X, fitted level( country)

to get good predictions of Z up to the year after I have measured data for Z so have Z(in previous year). How can I predict further into the future?

Best Wishes

Paul



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