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


From   "Martin Weiss" <Martin.Weiss1@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: re: math operations with estimation results from two different estimates
Date   Sun, 15 Mar 2009 15:18:16 +0100

<>


sysuse auto,clear
reg price mpg weight turn
estimates store estimate1

reg price mpg headroom trunk
estimates store estimate2

*after some time
estimates restore estimate1
scalar rss1 = e(rss)

estimates restore estimate2
scalar rssd = e(rss) - rss1

di "difference in error SS: " rssd

HTH
Martin
-------- Original-Nachricht --------
> Datum: Sun, 15 Mar 2009 15:10:23 +0100
> Von: Dragutin Culinovic <dragutin.statalist@gmail.com>
> An: STATALIST <statalist@hsphsun2.harvard.edu>
> Betreff: Re: st: re: math operations with estimation results from two 	different estimates

> Yes, but what if I have results from estimates stored in eg. estimate1
> and estimate2.
> 
> THX
> 
> On Sun, Mar 15, 2009 at 1:28 PM, Kit Baum <baum@bc.edu> wrote:
> > <>
> > 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   |
> 
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