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Re: st: Orthogonality Condition


From   David Greenberg <dg4@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Orthogonality Condition
Date   Mon, 07 Feb 2005 19:25:40 -0500

If you are going to estimate the regression equation and then use the
estimated residuals to see whether they are uncorrelated with those
estimated residuals, you are wasting your time. They will automatically
be uncorrelated. The assumption of orthogonality in OLS regression
cannot be tested. David Greenberg, Sociology Department, New York
University. 

----- Original Message -----
From: hisaki <hisakijapan@yahoo.co.jp>
Date: Monday, February 7, 2005 7:19 pm
Subject: st: Orthogonality Condition

> I want to check the orthogonality condition by calculating
> X*e,
> where X is the matrix of the regressors and e is the residual .
> As I use hundreds of specification such as
> regress y x1 x2
> regress y x1 x2 x3
> regress y x1 x3
> ....,
> I want to avoid typing all the regressors every time after estimation.
> Is there any simple command to access the matrix of the regressors
> such as "matrix X=e(regressors)"?
> 
> Thanks in advance.
> Hisaki
> 
> 
> --------------------
> Kono Hisaki
> Graduate School of Economics
> University of Tokyo
> hisaki@grad.e.u-tokyo.ac.jp
> hisakijapan@yahoo.co.jp
> 
> ---Be joyful always!
> 
> 
> __________________________________
> Let's Celebrate Together!
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