Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Sum of Squared Residuals


From   [email protected]
To   [email protected]
Subject   st: Sum of Squared Residuals
Date   Tue, 16 May 2006 13:50:26 +0200

Dear Statalist

I wanted to calculate the Sum of Squared residuals (SSR) of a panel data
regression (fixed effect) to then test (with a chow test) if I can pool the
data or not. Can I just enter in Stata:

. predict rate   --> to predit the interest rate (named Rate)
. gen diff = Rate - rate
. SR = diff*diff
. total SR --> to get the SSR

Or does teh predict function only apply when you have an OLS but and not
when you have a Fixed Effect Regression?

Many thanks!


--------------------------------------------------
Sebastien Kraenzlin
Feierabendstrasse 12
4051 Basel
Switzerland
Handy: +41 76 427 80 70
Home:   +41 61 281 82 77
E-Mail: [email protected]

*
*   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