Stata 15 help for nlsur_postestimation

[R] nlsur postestimation -- Postestimation tools for nlsur

Postestimation commands

The following postestimation commands are available after nlsur:

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 forecast dynamic forecasts and simulations hausman Hausman's specification test lincom point estimates, standard errors, testing, and inference for linear combinations of coefficients lrtest likelihood-ratio test * 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 and residuals predictnl point estimates, standard errors, testing, and inference for generalized predictions test Wald tests of simple and composite linear hypotheses testnl Wald tests of nonlinear hypotheses ------------------------------------------------------------------------- * You must specify the variables() option with nlsur.

Syntax for predict

predict [type] newvar [if] [in] [, equation(#eqno) yhat residuals]

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 fitted values and residuals.

Options for predict

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

equation(#eqno) specifies to which equation you are referring. equation(#1) would mean the calculation is to be made for the first equation, equation(#2) would mean the second, and so on. If you do not specify equation(), results are the same as if you specified equation(#1).

yhat, the default, calculates the fitted values for the specified equation.

residuals calculates the residuals for the specified equation.

Syntax for margins

margins [marginlist] [, options]

margins [marginlist] , predict(statistic ...) [options]

statistic Description ------------------------------------------------------------------------- yhat fitted values; the default residuals not allowed with margins -------------------------------------------------------------------------

Statistics not allowed with margins are functions of stochastic quantities other than e(b).

For the full syntax, see [R] margins.

Menu for margins

Statistics > Postestimation

Description for margins

margins estimates margins of response for fitted values.

Examples

--------------------------------------------------------------------------- Setup . sysuse auto . nlsur (mpg = {b0} + {b1} / turn) (gear_ratio = {c0} + {c1}*length)

Calculate fitted values for the first equation . predict mpghat, equation(#1)

Calculate residuals for the second equation . predict gearerr, residuals equation(#2)

--------------------------------------------------------------------------- Setup . webuse mfgcost, clear . nlsur (s_k = {bk} + {dkk}*ln(pk/pm) + {dkl}*ln(pl/pm) + {dke}*ln(pe/pm)) (s_l = {bl} + {dkl}*ln(pk/pm) + {dll}*ln(pl/pm) + {dle}*ln(pe/pm)) (s_e = {be} + {dke}*ln(pk/pm) + {dle}*ln(pl/pm) + {dee}*ln(pe/pm)), ifgnls variables(pk pm pl pe)

Measure change in energy cost share with respect to change in price of energy . margins, dydx(pe) predict(equation(#3))

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