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st: explanation of stdf


From   "Ariel Linden, DrPH" <ariel.linden@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: explanation of stdf
Date   Wed, 7 Apr 2010 17:37:13 -0700

I am not sure if it is a matter of nomenclature, but I am a little confused
on the meaning of the stdf (found in predict). More specifically, I am not
sure what I get if I build 95% CIs using this value. It is not really a
Confidence Interval, it is not a Prediction Interval, and it is definitely
not a Tolerance Interval.

Here is the stata definition: 


"stdf calculates the standard error of the forecast, which is the standard
error of the point prediction for one observation.  It is commonly referred
to as the standard error of the future or forecast value. By construction,
the standard errors produced by stdf are always
larger than those produced by stdp; see [R] regress postestimation Methods
and formulas."

Thanks

Ariel


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