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st: re: math operations with estimation results from two different estimates


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: re: math operations with estimation results from two different estimates
Date   Sun, 15 Mar 2009 08:28:30 -0400

<>
Dragutin said

I would like to subtract value of SSR from estimate stored in e1, from
that stored in e2.

"SSR" is ambiguous in that some textbooks define it as SS due to Regression (model SS) and some define it as SS Residuals (error SS). Let's assume he means the latter.

sysuse auto,clear
reg price mpg weight turn
scalar rss1 = e(rss)
reg price mpg headroom trunk
scalar rssd = e(rss) - rss1
di "difference in error SS: " rssd

Kit Baum   |   Boston College Economics and DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming   |   http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata   |   http://www.stata-press.com/books/imeus.html



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