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Re: st: RE: PE-test
Re: st: RE: PE-test
Fri, 16 Oct 2009 11:23:55 +0200
Thank you very much for your answer. I tried that already but could not manage since -rvpplot- and -rvfplot- do not work with -xtreg-.
To do this, i suppose i have to use the -graph twoway- command together with residuals and predicted values.
I got the fitted by:
. predict conshat
(option xb assumed; fitted values)
but how can i get the residuals?
. predict consres, residuals
option residuals not allowed
-------- Original-Nachricht --------
> Datum: Thu, 15 Oct 2009 17:53:40 +0100
> Von: "Nick Cox" <email@example.com>
> An: firstname.lastname@example.org
> Betreff: st: RE: PE-test
> Often poorly chosen functional forms show themselves up in patterns on a
> plot of residuals versus predicted. Conversely, a satisfactory
> functional form shows up, after some informal or formal smooth, as a
> flat trace on such plots. Naturally, you should check other diagnostics
> too, e.g. variance functions.
> I see no reason why this should not apply in broad terms to panel data
> too. A disadvantage of this is that it does not produce a P-value or
> sharp test decision as you evidently prefer. An advantage is that it is
> flexible and allows you to apply scientific as well as statistical
> to compare different functional forms such as linear, log log, linlog,
> loglin i would like to do a PE-test. I found -logsumm in Stata Bulletin
> 1992, but this does not fit with Panel data and i am not sure how to
> compare others than linear and linlog.
> I found the same question in the archive but unfortunatly without
> Did anyone use that test in the meantime and could provide some help how
> to conduct it manually?
> The test is described for example in Verbeek, Marno:A Guide to
> Modern Econometrics, 2004 p.61
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