In William Greene's first edition of "Econometric Analysis" (p.168) the
estimated forecast variance is used to convert the median values of the
predicted log equation to the mean. Does anybody know how I can
calculate this estimate forecast variance in Stata?
Thanks,
Jeremy
Jeremy Cook
Associate Economist
Triangle Economic Research, a BBL Company
2775 Meridian Parkway
Durham, NC 27713
Phone: 919-544-2244 ext. 135
Fax: 919-544-3935
E-mail: [email protected]
Web: www.ter.com
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