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st: How to predict in mixed level linear regression when key predictor variable is previous years result
From
"Hunter Paul Prof (MED)" <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: How to predict in mixed level linear regression when key predictor variable is previous years result
Date
Sun, 27 Nov 2011 08:28:31 +0000
Dear all
I am trying to predict the results of a mixed level linear regression model of time series
I have time series data from several countries and have developed a mixed level linear regression model with country as the level variable as follows
Z= a+ b1*Year +b2*X+b3*Z(in previous year)
Now I can use
predict Pred_X, fitted level( country)
to get good predictions of Z up to the year after I have measured data for Z so have Z(in previous year). How can I predict further into the future?
Best Wishes
Paul
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