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| From | William Hauser <whauseriii@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: out of sample prediction after xtreg |
| Date | Fri, 16 Mar 2012 16:23:06 -0400 |
Can you just predict xb and predict u and then carry the u values forward from the 1990s to the 2000s? The intercept should stay the same, right? Then generate xbu =xb+u As for how to carry the intercepts forward maybe try: sort u bysort groupid (u): replace u=u[1] if u[_n]==. I think the logic is sound but the syntax may not be. For me, syntax writing is trial and error, mostly error. Maybe one of the resident experts can chime in with better advice. Will Hauser * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/