Stata 15 help for estat

[R] estat -- Postestimation statistics


Command Reference ------------------------------------------------------------------------- Display information criteria

estat ic [, n(#)] [R] estat ic

Summarize estimation sample

estat summarize [eqlist] [, estat_summ_options] [R] estat summarize

Display covariance matrix estimates

estat vce [, estat_vce_options] [R] estat vce


estat subcommand1 [, options1]



estat displays scalar- and matrix-valued statistics after estimation; it complements predict, which calculates variables after estimation. Exactly what statistics estat can calculate depends on the previous estimation command.

Three sets of statistics are so commonly used that they are available after all estimation commands that store the model log likelihood. estat ic displays the Akaike's and Schwarz's Bayesian information criteria. estat summarize summarizes the variables used by the command and automatically restricts the sample to e(sample); it also summarizes the weight variable and cluster structure, if specified. estat vce displays the covariance or correlation matrix of the parameter estimates of the previous model.

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