Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Residuals calculation

From   Ari Dothan <>
Subject   st: Residuals calculation
Date   Fri, 9 Jul 2010 08:48:52 +0300

Hi Statalist,
I have two first-difference equations in which the idiosyncratic error
terms are delta[ehat]_it and delta[vhat]_it.
I need to calculate
Rho[ev]=Sigma_iSigma_tDelta[ehat]*Delta[vhat]/Square_root of
The results stored in e() include e(rss), but I do not know to
calculate this ratio.
Please help, thanks

Ari Dothan
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index