help for xtmixedioupredictRachael Hughes

Title

xtmixedioupredict -- Obtains predictions after estimation of the linear mixed effects Integrated Ornstein-Uhlenbeck (IOU) model

Syntax

predict newvar [if] [in]
[, options ]

xb linear prediction for the fixed portion of the model only; the default

stdp standard error of the fixed portion linear prediction

fitted fitted values, fixed portion linear prediction plus contributions based on predicted random effects and realizations of IOU (or Brownian Motion) process

residuals residuals, response minus fitted values

Description

xtmixedioupredict creates a new variable containing predictions such as linear predictions, standard errors, fitted values and residuals.

Options

main

xb, the default, calculates the linear prediction xb based on the estimated fixed effects (coefficients) in the model.

stdp calculates the standard error of the linear predictor xb.

fitted calculates fitted values, which are equal to the fixed portion linear predictor plus contributions based on predicted random effects and the realizations
of the IOU (or Brownian Motion) process, or in mixed-model notation xb + Zu + w.

residuals calculates (level-1) residuals, equal to the responses minus fitted values, or in mixed-model notation y - xb - Zu - w.

Examples

Generate liner prediction for the fixed portion of the model

. predict xbvar
or
. predict xbvar, xb

Generate standard error of the linear predictor xb

. predict stdpvar, stdp

Generate fitted values

. predict fittedvar, fit

Generate (level-1) residuals

. predict residualvar, res