Stata 15 help for xtpcse_postestimation

[XT] xtpcse postestimation -- Postestimation tools for xtpcse

Postestimation commands

The following postestimation commands are available after xtpcse:

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 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 -------------------------------------------------------------------------

Syntax for predict

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

These statistics are available both in and out of sample; type predict ... if e(sample) ... if wanted only for the estimation sample.

Statistics > Postestimation

Description for predict

predict creates a new variable containing predictions such as linear predictions and standard errors.

Options for predict

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

xb, the default, calculates the linear prediction.

stdp calculates the standard error of the linear prediction.

Syntax for margins

margins [marginlist] [, options]

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

statistic Description ------------------------------------------------------------------------- xb linear prediction; the default stdp 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.

Statistics > Postestimation

Description for margins

margins estimates margins of response for linear predictions.

Example

Setup . webuse grunfeld . xtset company year, yearly . xtpcse invest mvalue kstock, correlation(psar1) rhotype(tscorr)

Obtain linear prediction . predict ihat, xb