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


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: conditional SE of y|X in glm
Date   Tue, 24 Apr 2012 10:16:16 +0100

Say rather it is a kind of average!

Nick

On Tue, Apr 24, 2012 at 9:55 AM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> 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))
>>
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