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st: stdf option after weighted regression


From   Sara Borelli <saraborelli77@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: stdf option after weighted regression
Date   Thu, 26 Jul 2012 13:43:01 -0400

Hi all,

I am running the model:

reg y x
adjust, by(c)  stdf

However when I run the same regression but weighted :

reg y x [pweight=weight]
adjust, by(c)  stdf
STATA says the stdf option is not allowed.

I replicated the result of  stdf after adjust for the unweighted
regression using STATA manual formula:

Standard error of forecast^2 = standard error of prediction^2 +
variance of residual,

by using standard error of prediction (se option after adjust) and the
variance of residual (MSE) .

I was thinking to use the same approach after weighted regression to
manually compute the stdf given that the stdf option is not allowed
after weighted regression. Would this be wrong?

Thanks in advance for any suggestion,

Sara
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