Stata 15 help for reg3_postestimation

[R] reg3 postestimation -- Postestimation tools for reg3

Postestimation commands

The following postestimation commands are available after reg3:

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 forecast dynamic forecasts and simulations 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 generalized predictions pwcompare pairwise comparisons of estimates test Wald tests of simple and composite linear hypotheses testnl Wald tests of nonlinear hypotheses ------------------------------------------------------------------------- * estat ic is not appropriate after reg3, 2sls.

Syntax for predict

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

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

Options for predict

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

equation(eqno[,eqno]) specifies to which equation you are referring.

equation() is filled in with one eqno for the xb, stdp, and residuals options. equation(#1) would mean 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 specified equation(#1).

difference and stddp refer to between-equation concepts. To use these options, you must specify two equations, for example, equation(#1,#2) or equation(income,hours). When two equations must be specified, equation() is required.

xb, the default, calculates the linear prediction (fitted values) -- the prediction of xb for the specified equation.

stdp calculates the standard error of the prediction for the specified equation. It can be thought of as the standard error of the predicted expected value or mean for the observation's covariate pattern. The standard error of the prediction is also referred to as the standard error of the fitted value.

residuals calculates the residuals.

difference calculates the difference between the linear predictions of two equations in the system. With equation(#1,#2), difference computes the prediction of equation(#1) minus the prediction of equation(#2).

stddp is allowed only after you have previously fit a multiple-equation model. The standard error of the difference in linear predictions (x1b - x2b) between equations 1 and 2 is calculated.

For more information on using predict after multiple-equation estimation commands, see [R] predict.

Syntax for margins

margins [marginlist] [, options]

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

statistic Description ------------------------------------------------------------------------- default linear predictions for each equation xb linear prediction for a specified equation difference difference between the linear predictions of two equations stdp not allowed with margins residuals not allowed with margins stddp not allowed with margins ------------------------------------------------------------------------- xb defaults to the first equation.

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 and differences between the linear predictions of two equations.

Examples

Setup . webuse supDem . global demand "(qDemand: quantity price pcompete income)" . global supply "(qSupply: quantity price praw)" . reg3 $demand $supply, endog(price) . summarize pcompete, meanonly . replace pcompete = r(mean) . summarize income, meanonly . replace income = r(mean) . summarize praw, meanonly . replace praw = r(mean)

Predict demand . predict demand, equation(qDemand)

Predict supply . predict supply, equation(qSupply)


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