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Re:st: DFFIT and Stata


From   johan.hellstrom@pol.umu.se
To   statalist@hsphsun2.harvard.edu
Subject   Re:st: DFFIT and Stata
Date   Thu, 28 Aug 2008 14:26:28 +0200 (CEST)

Nuno,

I am not sure whether stata has a (post-) command for this, but you can
create a simple program to get the DFFIT measure in stata after your
regression:

program dffit
	version 9
	predict lev, lev
	predict res, resid
	gen dffit = (lev*res)/(1-lev)

end


Best,
Johan Hellstrom


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