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st: RE: RE: predicting (ui) after( xtivreg2) ?!


From   "Al-Darwish, Ahmed" <[email protected]>
To   <[email protected]>
Subject   st: RE: RE: predicting (ui) after( xtivreg2) ?!
Date   Mon, 2 Apr 2007 10:57:13 +0100

Mark;
Thanks ..I will try it and compare these results with limdep's ones!
Cheers;
Ahmed
 
________________________________

From: [email protected] on behalf of Schaffer, Mark E
Sent: Wed 3/28/2007 4:59 PM
To: [email protected]
Subject: st: RE: predicting (ui) after( xtivreg2) ?!



Ahmed,

> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Al-Darwish, Ahmed
> Sent: Wednesday, March 28, 2007 1:05 PM
> To: [email protected]
> Subject: st: predicting (ui) after( xtivreg2) ?!
>
> Dear StataListers;
> Is there a way to predict the values of (ai)s or(ui)s after 
> running (xtivreg2) in a fixed effect -panel model?

Official -xtivreg- uses the terminology u_i and v_it, and the -xtivreg2-
help file refers to v_it.  -xtivreg2- will predict a v_it but not a u_i.
I assume that your ai and ui mean the same thing as u_i.

The problem is that -xtivreg2- doesn't estimate a coefficient for the
constant.

Maybe this is easy?

Put all your variables (including the IVs) into mean-deviation form
using Ben Jann's -center- command.  Make sure you center using a
consistent sample.  Estimating on mean-deviation data should give you
the same coefficients as estimating on the raw data (a useful check to
make sure you've got the centering done correctly).

Use -predict- to get the v_it.

Use -matrix score- to get the fitted values yhat_it of your demeaned
dependent variable.

The u_i will be y_it - yhat_it - v_it.

Or am I missing something here?

--Mark

> Many Thanks;
> Ahmed
> 
> 
>
> 
>
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