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st: out of sample prediction after xtreg


From   William Hauser <whauseriii@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: out of sample prediction after xtreg
Date   Fri, 16 Mar 2012 16:23:06 -0400

Can you just predict xb and predict u and then carry the u values
forward from the 1990s to the 2000s?  The intercept should stay the
same, right?  Then generate xbu =xb+u

As for how to carry the intercepts forward maybe try:
sort u
bysort groupid (u): replace u=u[1] if u[_n]==.

I think the logic is sound but the syntax may not be.  For me, syntax
writing is trial and error, mostly error.  Maybe one of the resident
experts can chime in with better advice.

Will Hauser
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