Stata 15 help for boxcox_postestimation

[R] boxcox postestimation -- Postestimation tools for boxcox

Postestimation commands

The following postestimation commands are available after boxcox:

Command Description ------------------------------------------------------------------------- estat ic Akaike's and Schwarz's Bayesian information criteria (AIC and BIC) estat summarize summary statistics for the estimation sample estat vce variance-covariance matrix of the estimators (VCE) estimates cataloging estimation results hausman Hausman's specification test * lincom point estimates, standard errors, testing, and inference for linear combinations of coefficients * nlcom point estimates, standard errors, testing, and inference for nonlinear combinations of coefficients predict predictions, residuals, influence statistics, and other diagnostic measures * test Wald tests of simple and composite linear hypotheses * testnl Wald tests of nonlinear hypotheses ------------------------------------------------------------------------- * Inference is valid only for hypotheses concerning lambda and theta.

Syntax for predict

predict [type] newvar [if] [in] [, statistic options]

statistic Description ------------------------------------------------------------------------- Main yhat predicted value of y; the default residuals residuals -------------------------------------------------------------------------

options Description ------------------------------------------------------------------------- Options smearing compute statistic using smearing method; the default btransform compute statistic using back-transform method -------------------------------------------------------------------------

These statistics are available both in and out of sample; type predict ... if e(sample) ... if wanted only for the estimation sample.

Menu for predict

Statistics > Postestimation

Description for predict

predict creates a new variable containing predictions such as predicted values and residuals.

Options for predict

+------+ ----+ Main +-------------------------------------------------------------

yhat, the default, calculates the predicted value of the dependent variable.

residuals calculates the residuals, that is, the observed value minus the predicted value.

+---------+ ----+ Options +----------------------------------------------------------

smearing calculates the statistics yhat and residuals using the smearing method proposed by Duan (1983) (see Methods and formulas for a description of this method). smearing is the default.

btransform calculates the statistics yhat and residuals using the back-transform method (see Methods and formulas for a description of this method).

Remarks

boxcox estimates variances only for the lambda and theta parameters (see the technical note in [R] boxcox), so the extent to which postestimation commands can be used following boxcox is limited. Formulas used in lincom, nlcom, test, and testnl are dependent on the estimated variances. Therefore, the use of these commands is limited and generally applicable only to inferences on the lambda and theta coefficients.

Examples

Setup . webuse nhanes2 . boxcox bpdiast bmi tcresult, notrans(age sex) model(theta) lrtest

Calculate the predicted values using the default smearing method . predict yhat

Calculate the predicted values using the back-transform method . predict yhatb, btransform

Reference

Duan, N. 1983. Smearing estimate: A nonparametric retransformation method. Journal of the American Statistical Association 78: 605-610.


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