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


From   Muhammad Anees <anees@aneconomist.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to predict in mixed level linear regression when key predictor variable is previous years result
Date   Sun, 27 Nov 2011 15:44:34 +0500

Good suggestions from Yual.

As you have many countries over multiple years (a panel type data),
you can start from within Stata by looking into -xtmixed- help files
for the option -predict-, which is there. Specifically check -help
xtmixed_postestimation-.

Hope this works for you.

On Sun, Nov 27, 2011 at 1:28 PM, Hunter Paul Prof (MED)
<Paul.Hunter@uea.ac.uk> wrote:
> 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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> *   http://www.ats.ucla.edu/stat/stata/
>



-- 

Regards
---------------------------
Muhammad Anees
Assistant Professor
COMSATS Institute of Information Technology
Attock 43600, Pakistan
www.aneconomist.com

*
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