Well, Stata does calculate such a measure
*************
u auto, clear
reg pr we di f
predict dfit, dfits
*************
You should check whether that is what you need. Just type -db predict- after
estimation to see the full range of available post estimation tools...
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nuno
Sent: Thursday, August 28, 2008 1:46 PM
To: [email protected]
Subject: st: DFFIT and Stata
Hi everyone,
I'm trying to calculate the DFFIT measure in order to test for the impact of
the outliers on my regression. However, it seems that is unable to calculate
this measure directly... Can anyone confirms this? Since this is a fairly
known measure, I find it odd that Stata doesn't provide a way of calculating
it directly...
Best,
Nuno
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