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Re: st: conditional SE of y|X in glm


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: conditional SE of y|X in glm
Date   Tue, 24 Apr 2012 10:55:36 +0200

That would result in a constant standard error, which does not make
sense to me. I would use -margins- or -predictnl- to get the standard
error.

Hope this helps,
Maarten

On Tue, Apr 24, 2012 at 10:31 AM, Marco Ventura <mventura@istat.it> wrote:
> Dear Stata users,
> I'm having the following problem:
> from a GLM estimate I want to retrieve the conditional standard error of y
> given the covariates. If I do
>
> gen sigma=sqrt(e(dispers))
>
> do I always get the right thing independently of any family and link?
> Should I correct it by sqrt(e(dispers)* (_N-1)/_N)?
> And do you think I should instead use the Pearson residuals such as
>
> gen sigma=sqrt(e(dispers_p))
>
> Thank you very much of your courtesy.
> Kind Regards,
> Marco
>
> --
> *****************************************
> Marco Ventura
> Researcher at ISTAT
> Italian National Institute of Statistics
> Econometric Studies and Economic Forecasting Division
> P.zza Dell'Indipendenza 4, 00185 Rome, Italy
> tel: (+39)064673 3665
> http://www.isae.it/Ricercatori_e_Tecnologi/Ventura_ital_con_CV_inglese.pdf
> fax: (+39)06233232 419
>
>
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-- 
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------

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