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RE: st: rvpplot or rvfplot available after ivreg(2) ?


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: rvpplot or rvfplot available after ivreg(2) ?
Date   Wed, 12 Dec 2007 12:07:59 -0000

Kit and Austin are correct (except that I am not clear why, 
apart from speed, Austin is recommending -gr7-). 

However, there is also a package -modeldiag-, which is 
less restrictive than official Stata's offerings under
this heading, and includes other plots that are less
trivial to do by yourself. I've not tested that any 
work after -ivreg- or -ivreg2-, but I am hopeful. 

. search modeldiag 

will indicate the Stata Journal archive source. 

An update will appear via Stata Journal 8(1) 2008. 

Nick 
n.j.cox@durham.ac.uk 

Kit Baum
========

-rvfplot- is nothing more than

ivreg2...
predict resid,resid
predict xb, xb
scatter resid xb

whereas -rvpplot- is just

scatter resid xvar   (where xvar is one of the regressors)

so you can readily generate either type of plot after -any- estimation
command from which residuals and predicted values are available.

Austin Nichols
==============

Marck Bulter <177316mb@student.eur.nl>:
One can always construct such plots using -predict- and -graph-

use http://fmwww.bc.edu/ec-p/data/wooldridge/card, clear loc x "exper*
smsa* south mar black reg662-reg669"
ivreg2 lw `x' (educ=nearc2 nearc4), first qui reg educ `x' nearc2 nearc4
predict xhat qui reg lw xhat `x'
predict ehat, resid
predict yhat
gr7 ehat xhat
gr7 ehat yhat

See also sec 4.7 of http://pped.org/stata/ciwod.pdf

Marck Bulter
============

Just wondering, is there a post estimation command like rvpplot or 
rvfplot available after ivreg(2). I have searched through the list, 
but could not find something useful.

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