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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 > > > * > * 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/ -- -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/

**Follow-Ups**:**Re: st: conditional SE of y|X in glm***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: conditional SE of y|X in glm***From:*Marco Ventura <mventura@istat.it>

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