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st: weighting prior to creating cook's distance stats for reg


From   "Ben Hoen" <bhoen@lbl.gov>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: weighting prior to creating cook's distance stats for reg
Date   Tue, 14 Dec 2010 12:44:36 -0500

hello statalisters,

I am estimating a weighted regression (using the weights generated from a
coarsened exact matching (cem) procedure (see
http://gking.harvard.edu/cem/)).

.reg lasp ee sqft acre age i.nbrhd [pweight=cem_weight]

where:
lasp = log of sale price
ee = if home has energy efficiency features
sqft = square feet of the home
acre = acres of the parcel
age = age of the home at sale
nbrhd = the neighborhood in which the home resides

An important post-estimation stat I would like to create is cook's distance
(cdis).

I am receiving the following errors when I try to estimate them:  

. predict cdis if e(sample), cooksd 
option cooksd not allowed after robust estimation
r(198);

I am not using the vce(r) option and therefore cannot understand the reason
for the error.  More importantly, is there a way to produce cook's distance
stats after the weighted regression I estimated?

Thanks, in advance,

Ben

Ben Hoen
bhoen@lbl.gov



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