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st: Sum of Squared Residuals


From   sebastien.kraenzlin@bluewin.ch
To   statalist@hsphsun2.harvard.edu
Subject   st: Sum of Squared Residuals
Date   Tue, 16 May 2006 13:50:26 +0200

Dear Statalist

I wanted to calculate the Sum of Squared residuals (SSR) of a panel data
regression (fixed effect) to then test (with a chow test) if I can pool the
data or not. Can I just enter in Stata:

. predict rate   --> to predit the interest rate (named Rate)
. gen diff = Rate - rate
. SR = diff*diff
. total SR --> to get the SSR

Or does teh predict function only apply when you have an OLS but and not
when you have a Fixed Effect Regression?

Many thanks!


--------------------------------------------------
Sebastien Kraenzlin
Feierabendstrasse 12
4051 Basel
Switzerland
Handy: +41 76 427 80 70
Home:   +41 61 281 82 77
E-Mail: sebastien.kraenzlin@bluewin.ch

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