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st: residuals' se after weighted least squares


From   "Luca Mancini" <Luca.Mancini@warwick.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: residuals' se after weighted least squares
Date   Fri, 27 Dec 2002 17:10:31 +0000

Hi,
I need to calculate the standard errors  of the residuals (for each
observation) after weighted least squares. I noticed that the Stata
'predict stdr' option does not work in this case.   Any thoughts on how
to get round this?
Thanks
luca

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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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