Validation PHP Entity

I use Doctrine and I have a question regarding validation of data set in the entity, should I validate the data before being inserted in the entity or outside it?

 /**
     * Seta e valida o nome.
     * @param string $name
     * @param string $input
     */
    public function setName(string $name)
    {

        $this->name = $name;
    }

    /**
     * Seta e valida a senha.
     * @param string $pass
     * @param string $input
     * @depends Validator->Login
     * @depends Validator->Pass
     * @param type $login - Se true, ele verifica o Validator->Login()
     */
    public function setPass(string $pass)
    {

        $this->pass = $pass;
    }

    /**
     * Seta o endereco manualmente.
     * @param string $address
     * @param string $input
     */
    public function setAddress(string $address)
    {
        $this->address = $address;
    }

    /**
     * Seta o endereco manualmente.
     * @param string $address
     * @param string $input
     */
    public function setAddress_number(string $address)
    {
        $this->address_number = $address;
    }

    /**
     * Seta o endereco manualmente.
     * @param string $address
     * @param string $input
     */
    public function setAddress_complement(string $address)
    {
        $this->address_complement = $address;
    }

    /**
     * Procura o endereco pelo ZipCode e seta o endereco no escopo.
     * @param string $address_zipcode
     * @param string $input
     */
    public function setAddress_zipcode(string $address_zipcode)
    {
        $this->address_zipcode = $address_zipcode->zipcode;
        $this->address_city = $address_zipcode->city;
        $this->address_district = $address_zipcode->neighborhood;
        $this->address_state = $address_zipcode->state;
        $this->address = $address_zipcode->street;
    }

    /**
     * Seta o address state manualmente.
     * @param type $address_state
     */
    public function setAddress_state($address_state)
    {
        $this->address_state = $address_state;
    }

    /**
     * Seta o address city manualmente.
     * @param type $address_city
     */
    public function setAddress_city($address_city)
    {
        $this->address_city = $address_city;
    }