Wouterse, Fleur (IFPRI-Senegal)
2009-Jul-08 14:39 UTC
[R] truncated regression out-of-sample predictions
Dear all, I am trying to implement Simar & Wilson's (2007) second algorithm and have the following question: If I use a truncated regression on the m<n observations, how do I get fitted values for all n observations, instead of for m observations, which is what the command fitted returns; I would need these to construct the left-truncation needed to draw n random deviates. Thanks for your help, Fleur Fleur Wouterse, Ph.D. Post-Doctoral Fellow IFPRI-Dakar Immeuble Ousseynou Thiam Gueye Rue de Thies Point E, BP 15702 CP 12524 Dakar Fann Senegal Phone: +221 33 869 3986 Email: f.wouterse@cgiar.org [[alternative HTML version deleted]]
Wouterse, Fleur (IFPRI-Senegal)
2009-Jul-08 18:34 UTC
[R] truncated regression out-of-sample predictions
Dear all, I am trying to implement Simar & Wilson's (2007) second algorithm and have the following question: If I use a truncated regression on the m<n observations, how do I get fitted values for all n observations, instead of for m observations, which is what the command fitted returns; I would need these to construct the left-truncation needed to draw n random deviates. Thanks for your help, Fleur Fleur Wouterse, Ph.D. Post-Doctoral Fellow IFPRI-Dakar Immeuble Ousseynou Thiam Gueye Rue de Thies Point E, BP 15702 CP 12524 Dakar Fann Senegal Phone: +221 33 869 3986 Email: f.wouterse@cgiar.org [[alternative HTML version deleted]]