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re: st: out of sample prediction after xtreg

From   Christopher Baum <[email protected]>
To   "[email protected]" <[email protected]>
Subject   re: st: out of sample prediction after xtreg
Date   Fri, 16 Mar 2012 17:06:33 -0400

Will wrote

> 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.

An alternate solution is illustrated in the code at


Kit Baum   |   Boston College Economics & DIW Berlin   |
                             An Introduction to Stata Programming  |
  An Introduction to Modern Econometrics Using Stata  |

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