st: xtmepoisson out of sample prediction error

[Jibonayan Raychaudhuri <jibonayanrc@yahoo.com>]

Hello Statalist users,

I have estimated a random intercept Poisson regression model using xtmepoisson in Stata : 

xtmepoisson  y x1 x2 x3  exposure(expvar) || district:, irr

I now want to carry out an out-of-sample prediction for y using the estimated parameters of the above model.

This is what I have done:

Step 1: Estimate the model

Step 2: predict b*,reffects

Step 3: preserve

Step 4: use newdata.dta,clear (new.dta has data on x1,x2 and x3 and the exposure variable expvar only--this is the out of sample data)

Step 5: predict n  (this is to predict mean count of y for newdata.dta)

However Stata gives me an error message which says "variable y not found r(111)"

The reason why I have used xtmepoisson instead of xtpoisson,normal is because I want predicted mean count to be based on both fixed and random effects. This is easy for an in-smaple prediction. However as I mentioned this is not working for an out-of-sample prediction. I know that this works if I set random effect=0 but this is not what I want. Can someone tell me why I am getting this error message? Any help would be greatly appreciated.

Thanks in advance.

Best Regards,
Jibonayan Raychaudhuri



      
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