Hello, my question is concerning commands that could be used to make out of sample predictions.
Specifically, I am wondering if there are official stata commands to achieve the same or equivalent commands that are achieved using gllapred and ci_marg_mu lower upper, level(95) dots? This comes from a presentation given in 2008 by Sophia Rabe-Hasketh which I have attached and we see on page 21 what I am trying to achieve using Stata's mixed command and whatever post estimation commands that would match this. (my data are not binary but the same principles can be applied with proper specifications)...
The problem is basically that I have data that I want to predict based on a model and I want the ci around that prediction to include uncertainty because they are out of sample predictions etc. If there are other articles or textbooks that anybody here recommends please refer me to those.
I know it may be vague but the pdf is quite clear and very helpful.
thank you very much,
Jean-Michel Galarneau
Related Posts with Future/out of sample predictions
Create a variable counting occurrencesHello, I'm using Stata for the first time and encountered some difficulties. I'm working with Stat…
Matrix of matricesDears I would like to create a matrix containing the results of other matrices generated after the …
Converting annual to quarterly GDPHello everyone. I am trying to convert annual data to quarterly data. In particular, I have annual G…
panel data analysisHello, I am performing analysis on an unbalanced panel dataset, of 160 firms which have data availa…
Difference-in-difference fixed effects for discontinued treatmentDear all, I am trying to run a difference-in-difference fixed-effects model to estimate the effect …
Subscribe to:
Post Comments (Atom)
0 Response to Future/out of sample predictions
Post a Comment