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st: standard error of the residuals


From   "Luca Mancini" <Luca.Mancini@warwick.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: standard error of the residuals
Date   Fri, 27 Dec 2002 13:26:33 +0000

What is the formula used by Stata to calculate  the standard error  of
the estimated residuals for each observation unit ?

More precisely, what is the algorithm used by the Stata post estimation
command
" predict varname, stdr" 

thanks
lm 

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Luca Mancini
Department of Economics 
University of Warwick
Phone: +39 328 09 52 193
Webpage:  http://www.warwick.ac.uk/~ecrfm/
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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