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st: out of sample prediction after xtreg


From   Francie Eikermann Streich <fstreich@umich.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: out of sample prediction after xtreg
Date   Fri, 16 Mar 2012 14:11:11 -0400

Hi,

I have a panel dataset spanning all 50 states and the years 1990-2007. I am running a fixed effects regression using "xtreg y x1 x2..., fe" on the years 1990-2000. I then want to use these estimates to predict the outcome variable in the years 2001-2007.

I would like to use "predict yhat, xbu" after running this regression, but this only generates predictions in sample (i.e. for 1990-2000). How can I get predicted values out of sample?

Thanks,
Francie
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