What is the formula used by Stata to calculate the standard error of
the estimated residuals for each observation unit ?
More precisely, what is the algorithm used by the Stata post estimation
command
" predict varname, stdr"
thanks
lm
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Luca Mancini
Department of Economics
University of Warwick
Phone: +39 328 09 52 193
Webpage: http://www.warwick.ac.uk/~ecrfm/
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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