Stata 15 help for jackknife_postestimation

[R] jackknife postestimation -- Postestimation tools for jackknife

Postestimation commands

The following postestimation commands are available after jackknife:

Command Description ------------------------------------------------------------------------- contrast contrasts and ANOVA-style joint tests of estimates 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 margins marginal means, predictive margins, marginal effects, and average marginal effects marginsplot graph the results from margins (profile plots, interaction plots, etc.) nlcom point estimates, standard errors, testing, and inference for nonlinear combinations of coefficients predict predictions, residuals, influence statistics, and other diagnostic measures predictnl point estimates, standard errors, testing, and inference for nonlinear combinations of coefficients pwcompare pairwise comparisons of estimates test Wald tests of simple and composite linear hypotheses testnl Wald tests of nonlinear hypotheses ------------------------------------------------------------------------- The postestimation command is allowed only if it may be used after command.

predict

The syntax of predict (and whether predict is even allowed) following jackknife depends on the command used with jackknife.

margins

The syntax of margins (and whether margins is even allowed) following jackknife depends on the command used with jackknife.

Examples

Setup . webuse regress . jackknife: regress y x1 x2 x3

Estimate linear combination of coefficients . lincom x2-x1

Test that coefficients of x1 and x3 are both zero . test x1 x3


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