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Re: st: Panel Regression with missing x for one entity


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Panel Regression with missing x for one entity
Date   Wed, 15 Aug 2012 11:09:59 +0100

It's often difficult to know what is obvious, but let's spell out that
if any values were missing for a particular country, then no data for
that country contributed to the model fit.

Nick

On Wed, Aug 15, 2012 at 10:55 AM, Whelan, Paul
<Paul.Whelan@bankofengland.co.uk> wrote:
> Sure - I guess that is obvious.
>
> Thanks,
> Paul
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten Buis
> Sent: Tuesday, August 14, 2012 7:23 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: Panel Regression with missing x for one entity
>
> On Tue, Aug 14, 2012 at 7:43 PM, Whelan, Paul wrote:
>>> I'm running a panel regression with a cross-section of countries:
>>
>> y_it = c_it + beta_1 x_1 + ... + beta_n x_n + eps_it
>>
>> For one of my countries , a particular x is completely missing.
>> The estimation works fine but I cannot produce predictions for this particular entity.
>
> You (through Stata) create the prediction by just filling in the
> equation you gave above. A missing value just mean you don't know the
> value. What would be the outcome of: beta_1*"an unknown value"? Stata
> correctly answers: "an unknown value".
>
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