Stata 15 help for qreg_postestimation

[R] qreg postestimation -- Postestimation tools for qreg, iqreg, bsqreg, and sqreg

Postestimation commands

The following postestimation commands are available after qreg, iqreg, bsqreg, and sqreg:

Command Description ------------------------------------------------------------------------- contrast contrasts and ANOVA-style joint tests of estimates 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 linktest link test for model specification 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 generalized predictions pwcompare pairwise comparisons of estimates test Wald tests of simple and composite linear hypotheses testnl Wald tests of nonlinear hypotheses ------------------------------------------------------------------------- * hausman is not appropriate after bsqreg, iqreg, or sqreg. + forecast is not appropriate with mi estimation results.

Syntax for predict

For qreg, iqreg, and bsqreg

predict [type] newvar [if] [in] [, [xb|stdp|residuals]]

For sqreg

predict [type] newvar [if] [in] [, equation(eqno[,eqno]) statistic]

statistic Description ------------------------------------------------------------------------- Main xb linear prediction; the default stdp standard error of the linear prediction stddp standard error of the difference in linear predictions residuals 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 linear predictions, standard errors, and residuals.

Options for predict

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

xb, the default, calculates the linear prediction.

stdp calculates the standard error of the linear prediction.

stddp is allowed only after you have fit a model using sqreg. The standard error of the difference in linear predictions between equations 1 and 2 is calculated.

residuals calculates the residuals, that is, y - xb.

equation(eqno[,eqno]) specifies the equation to which you are making the calculation.

equation() is filled in with one eqno for the xb, stdp, and residuals options. equation(#1) would mean that the calculation is to be made for the first equation, equation(#2) would mean the second, and so on. You could also refer to the equations by their names. equation(income) would refer to the equation named income and equation(hours) to the equation named hours.

If you do not specify equation(), results are the same as if you had specified equation(#1).

To use stddp, you must specify two equations. You might specify equation(#1, #2) or equation(q80, q20) to indicate the 80th and 20th quantiles.

Syntax for margins

margins [marginlist] [, options]

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

statistic Description ------------------------------------------------------------------------- xb linear prediction; the default stdp not allowed with margins stddp not allowed with margins 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 linear predictions.

Examples

Setup . sysuse auto . qreg price weight length foreign

Obtain predicted values . predict hat

Obtain residuals . predict r, resid


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