Hi everyone,
I was wondering if you could help me with some hints regarding prediction/forecasting. My goal is to estimate nutrition indicators of children less than 5 years old at the subnational level (say provinces) in a given country. I have two datasets:
i) survey data that includes this nutritional information and some variables regarding the socioeconomic status of the household in which the children lives.
ii) census data, which includes only the socioeconomic characteristics information, as in the survey data (no nutrition).
The methodology (called nutrition mapping) relies on two stages: first, using survey data, model (by using OLS) the nutrition status (left-hand variable) using the household characteristics (right-hand variables) and get a vector of 'b_hat'. Second, using 'b_hat' from the first stage, impute the nutrition values using the more comprehensive information from census data.
What I would like to have is some measure of the quality of the prediction/forecast in this second stage. How can I get some kind of robust confidence level or standard error that includes the first stage modelling? Any orientation will be greatly appreciated.
I was wondering if you could help me with some hints regarding prediction/forecasting. My goal is to estimate nutrition indicators of children less than 5 years old at the subnational level (say provinces) in a given country. I have two datasets:
i) survey data that includes this nutritional information and some variables regarding the socioeconomic status of the household in which the children lives.
ii) census data, which includes only the socioeconomic characteristics information, as in the survey data (no nutrition).
The methodology (called nutrition mapping) relies on two stages: first, using survey data, model (by using OLS) the nutrition status (left-hand variable) using the household characteristics (right-hand variables) and get a vector of 'b_hat'. Second, using 'b_hat' from the first stage, impute the nutrition values using the more comprehensive information from census data.
What I would like to have is some measure of the quality of the prediction/forecast in this second stage. How can I get some kind of robust confidence level or standard error that includes the first stage modelling? Any orientation will be greatly appreciated.
