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Re: st: standard errors in regression


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: standard errors in regression
Date   Tue, 15 Aug 2006 20:21:21 +0100 (BST)

Thanks Alan, Dick, Stas, and Richard.
You are all right. The example below shows how,
with your advise, the standard errors can be 
reproduced upto all shown digits.  

*---------begin example---------
sysuse auto, clear
reg price mpg foreign
scalar rmse = e(rmse)
reg mpg foreign

sum mpg
di rmse/(sqrt((1-e(r2))*r(Var)*(r(N)-1)))
*---------end example--------



-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


		
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