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st: Re: forecasts


From   Christopher F Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: forecasts
Date   Thu, 19 Feb 2004 06:54:29 -0500

On Feb 19, 2004, at 2:33 AM, statalist-digest wrote:

I'm interested in using Stata to forecast data based on a linear
regression, and then calculate standard errors for the resulting
forecasts. If the regression is y = b0 + b1*x + err, then I can
type "regress y x" to estimate the equation, then type "predict
yfore, xb" to get forecast values. I can also type "predict
yforse, stdp", and this, says the online help, calculates the
'standard error of the linear prediction'.
The next line of the online help indicates that -predict yfcse, stdf- generates the standard error of the forecast. Formulas used for both stdp and stdf are in [r] regress.

Kit

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