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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
AW: st: explanation of stdf |

Date |
Fri, 9 Apr 2010 17:46:35 +0200 |

<> Page 107, although the text there does not match the one in this thread word-for-word. HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Ariel Linden, DrPH Gesendet: Freitag, 9. April 2010 17:33 An: statalist@hsphsun2.harvard.edu Betreff: Re: st: explanation of stdf Introduction to Modern Econometrics Using Stata Kit, thank you very much for this clarification! I assume that IMEUS = Introduction to Modern Econometrics Using Stata? Can you please provide me the page number for this quote so that I can accurately cite it? Thanks again Ariel Date: Thu, 8 Apr 2010 08:33:46 -0400 From: Kit Baum <baum@bc.edu> Subject: Re: st: explanation of stdf Kit wrote: from IMEUS, chapter 4 section 6: This alternate interval estimate may be computed with predict?s stdf (standard error of forecast) option, which is applicable for a point prediction for a single observation (see [R] regress postestimation). In contrast to stdp, which calculates an interval around the expected value of y for a given set of X values (in- or out-of-sample), stdf takes the additional uncertainty associated with the prediction of a single y value (i.e., \sigma^2_u) into account. A confidence interval formed with stdf may be used to evaluate an out-of-sample data point, y0, and formally test whether it could plausibly have been generated by the process generating the estimated model. The null hypothesis for that test implies that it should lie within the interval y?0 ± t stdf. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: explanation of stdf***From:*"Ariel Linden, DrPH" <ariel.linden@gmail.com>

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