Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: standard error of the residuals


From   "Luca Mancini" <[email protected]>
To   <[email protected]>
Subject   st: standard error of the residuals
Date   Fri, 27 Dec 2002 13:26:33 +0000

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/
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index