st: getting the standard deviation of predictions

[Tunga Kantarcı <tungakantarci@gmail.com>]

Hello,

I would like to ask a question about the stdp and stdf commands.

My aim is to calculate a confidence interval for a prediction. For this I
need the standard deviation of the prediction.

My aim is "not" to calculate a prediction interval. For this I would have
needed the standard deviation of the prediction error.

Hence, I simply wish to get the standard deviation of the prediction.



I follow these steps:

1. regress y x z

2. predict yhat, xb

3. predict stdvyhat, stdp



Now at this point I would like to ask the difference between the stdp and
stdf options. As far as I understand



stdp gives the standard error of the prediction stdf gives the standard
error of the prediction error



My question: Could you please confirm that "stdp" indeed gives the standard
deviation of the prediction? I am a bit confused because one book says
actually that "stdf" gives "the standard error of the forecast". And
actually I thought so far that "stdf" gives the standard deviation of a
prediction. I was never aware of the "stdp" command. I now suspect that the
stdp is a new command that appeared with Stata 11.



Thanks in advance.
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