Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Scoring a Fixed Effects Model on another dataset

From   William Sankey <>
Subject   Re: st: Scoring a Fixed Effects Model on another dataset
Date   Wed, 12 Jun 2013 16:09:13 -0400

Right, I would only add that the "people" (here, Providers) in one
sample are the same people in the second sample (aka, the same
Providers). So hopefully this should be possible...I would agree that
it probably would not be the case if the sample had different people.
That would probably be more similar to a propensity score analysis?


On Wed, Jun 12, 2013 at 3:53 PM, Lucas <> wrote:
> This is an interesting question.  I always thought that fixed effects
> models give you very good causal effect estimates, but technically the
> estimates do not apply beyond the sample.
> Think about it like this: the fixed, subject-specific terms (call them
> b_0i) capture the effects of all unmeasured aspects of the person.  If
> so, if you use the coefficients b_1 to b_k estimated using Sample 1 on
> non-estimation Sample 2, you'll obtain predicted values based on those
> coefficients, but your predicted values will not include the
> subject-specific effects (i.e., no b_0i estimates) because those were
> obtained only for each unique person in the estimation sample.
> Perhaps there is some way to do what you desire of which I am unaware
> and, if so, I'd love to learn it.  But, my current knowledge indicates
> what you want to do is not really appropriate for the fixed effects
> model.
> Sam
> On Wed, Jun 12, 2013 at 12:31 PM, William Sankey <> wrote:
>> Hi Statalist,
>> I have two samples of the same data, my TEST_SAMPLE and
>> VALIDATION_SAMPLE. I want to run a fixed effects model on my
>> TEST_SAMPLE and collect the parameter estimates and apply them to the
>> VALIDATION_SAMPLE. I believe I want to use the predict score command.
>> After applying these coefficients to the VALIDATION_SAMPLE we want to
>> compute the predicted value of my dependent variable as to compute the
>> error.
>> So far I believe I am on the right track with the following code:
>> xtset PROVIDER
>> xtreg MARGIN {independent variables}, fe
>> predict score
>> At this point I'm not sure how to retrieve predicted values of the
>> dependent variable to compute error. Also, if others have experience
>> with this kind of procedure and used a different method they would
>> recommend, I would appreciate it.
>> Any insight would be greatly appreciated.
>> Best,
>> Will
>> --
>> William J. Sankey
>> Johns Hopkins University
>> MA Public Policy '12
>> *
>> *   For searches and help try:
>> *
>> *
>> *
> *
> *   For searches and help try:
> *
> *
> *

William J. Sankey
Johns Hopkins University
MA Public Policy '12
*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index